+88.4%
VEA vs OWL
+32.0%
+56.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.4% |
| 7D | +1.9% | -3.9% | +5.8% | +2.6% |
| 30D | +0.8% | -3.7% | +4.4% | +1.3% |
| 3M | +5.7% | +21.4% | -15.7% | +1.5% |
| 6M | +13.3% | +18.3% | -5.0% | +8.7% |
| YTD | +18.4% | -20.1% | +38.5% | +22.1% |
| 1Y | +27.0% | -32.8% | +59.7% | +34.7% |
| 3Y | +79.3% | +8.6% | +70.7% | +67.5% |
| 5Y | +62.1% | -4.5% | +66.6% | +47.7% |
| All | +88.4% | +32.0% | +56.4% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling