+730.7%
VST vs OWL
+22.0%
+708.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.7% | +5.4% |
| 7D | -0.5% | -2.4% | +1.8% | +0.1% |
| 30D | -17.1% | +9.3% | -26.3% | -20.1% |
| 3M | -4.6% | -11.0% | +6.4% | -1.8% |
| 6M | -9.1% | +2.4% | -11.5% | -11.7% |
| YTD | -16.6% | -26.2% | +9.5% | -9.7% |
| 1Y | -29.5% | -27.4% | -2.0% | -23.4% |
| 3Y | +297.5% | -8.7% | +306.2% | +333.9% |
| 5Y | +654.5% | -19.3% | +673.9% | +694.0% |
| All | +730.7% | +22.0% | +708.7% | +723.5% |
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