+59.4%
VEA vs OWL
-15.5%
+74.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.4% |
| 7D | -2.1% | -11.9% | +9.8% | +0.6% |
| 30D | -1.1% | -13.7% | +12.7% | +2.0% |
| 3M | +5.1% | +12.3% | -7.2% | +1.9% |
| 6M | +9.8% | +15.0% | -5.2% | +5.2% |
| YTD | +15.9% | -25.7% | +41.7% | +22.2% |
| 1Y | +24.6% | -39.5% | +64.1% | +37.0% |
| 3Y | +75.5% | +0.9% | +74.6% | +61.1% |
| 5Y | +59.4% | -16.5% | +75.9% | +42.6% |
| All | +59.4% | -15.5% | +74.9% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling