+66.6%
VXUS vs OWL
+17.3%
+49.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | -2.2% | +7.3% | -9.6% | -3.7% |
| 3M | -5.4% | -16.8% | +11.4% | -2.5% |
| 6M | -1.2% | +4.0% | -5.3% | -2.7% |
| YTD | +10.4% | -29.0% | +39.4% | +15.8% |
| 1Y | +11.8% | -29.7% | +41.5% | +17.4% |
| 3Y | +68.4% | -13.5% | +81.9% | +64.6% |
| 5Y | +45.9% | -21.5% | +67.3% | +36.4% |
| All | +66.6% | +17.3% | +49.3% | +52.5% |
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