+262.4%
VST vs OWL
-13.7%
+276.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.9% |
| 7D | -9.8% | -4.9% | -4.9% | -7.9% |
| 30D | -25.1% | +7.8% | -32.9% | -28.9% |
| 3M | -11.6% | -12.7% | +1.1% | -7.2% |
| 6M | -20.9% | -2.8% | -18.1% | -22.8% |
| YTD | -22.3% | -30.1% | +7.8% | -7.9% |
| 1Y | -32.0% | -29.1% | -2.9% | -20.9% |
| 3Y | +262.4% | -12.3% | +274.7% | +372.5% |
| All | +262.4% | -13.7% | +276.0% | +372.5% |
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 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