+86.5%
VEA vs OWL
+24.2%
+62.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | -1.5% | -10.1% | +8.7% | +0.5% |
| 30D | -0.8% | -11.9% | +11.1% | +1.4% |
| 3M | +2.5% | +10.7% | -8.3% | +0.1% |
| 6M | +11.1% | +22.1% | -11.0% | +6.0% |
| YTD | +17.2% | -24.8% | +42.0% | +22.2% |
| 1Y | +24.5% | -39.2% | +63.7% | +34.7% |
| 3Y | +75.4% | +1.7% | +73.7% | +65.9% |
| 5Y | +61.1% | -15.5% | +76.6% | +48.8% |
| All | +86.5% | +24.2% | +62.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling