+769.3%
VST vs OWL
-0.3%
+769.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +8.9% | -2.2% | +11.2% | +9.8% |
| 30D | +6.2% | +3.7% | +2.5% | +4.1% |
| 3M | -2.7% | +17.5% | -20.2% | -10.1% |
| 6M | -8.4% | +18.5% | -26.9% | -16.8% |
| YTD | -7.2% | -16.3% | +9.1% | -2.1% |
| 1Y | -20.9% | -29.7% | +8.8% | -10.6% |
| 3Y | +384.0% | +14.2% | +369.8% | +394.4% |
| All | +769.3% | -0.3% | +769.7% | +778.3% |
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 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