+645.9%
VST vs OWL
-24.6%
+670.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.5% |
| 7D | +19.2% | +0.8% | +18.3% | +18.7% |
| 30D | -17.2% | +7.3% | -24.5% | -20.3% |
| 3M | -8.1% | -16.8% | +8.7% | -2.3% |
| 6M | -8.1% | +4.0% | -12.2% | -12.1% |
| YTD | -16.3% | -29.0% | +12.7% | -6.4% |
| 1Y | -24.1% | -29.7% | +5.5% | -15.2% |
| 3Y | +300.2% | -13.5% | +313.7% | +348.2% |
| 5Y | +645.9% | -21.5% | +667.4% | +708.7% |
| All | +645.9% | -24.6% | +670.5% | +708.7% |
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