+73.6%
VEA vs OWL
-0.3%
+73.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.6% |
| 7D | -2.1% | -11.9% | +9.8% | 0.0% |
| 30D | -1.1% | -13.7% | +12.7% | +1.3% |
| 3M | +5.1% | +12.3% | -7.2% | +2.6% |
| 6M | +9.8% | +15.0% | -5.2% | +6.3% |
| YTD | +15.9% | -25.7% | +41.7% | +20.7% |
| 1Y | +24.6% | -39.5% | +64.1% | +34.1% |
| All | +73.6% | -0.3% | +73.9% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling