+674.1%
VST vs OWL
+15.5%
+658.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.8% |
| 7D | -9.8% | -4.9% | -4.9% | -8.5% |
| 30D | -25.1% | +7.8% | -32.9% | -27.7% |
| 3M | -11.6% | -12.7% | +1.1% | -8.5% |
| 6M | -20.9% | -2.8% | -18.1% | -21.9% |
| YTD | -22.3% | -30.1% | +7.8% | -14.3% |
| 1Y | -32.0% | -29.1% | -2.9% | -25.7% |
| 3Y | +262.4% | -12.3% | +274.7% | +301.5% |
| 5Y | +563.4% | -27.5% | +590.9% | +613.6% |
| All | +674.1% | +15.5% | +658.6% | +681.3% |
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 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