+75.9%
VXUS vs OWL
+27.7%
+48.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | +0.3% | -6.4% | +6.7% | +1.5% |
| 30D | +0.7% | -5.0% | +5.7% | +1.4% |
| 3M | +4.8% | +15.4% | -10.7% | +1.6% |
| 6M | +11.3% | +15.5% | -4.2% | +7.4% |
| YTD | +16.5% | -22.7% | +39.2% | +20.7% |
| 1Y | +24.3% | -34.1% | +58.3% | +32.0% |
| 3Y | +74.5% | +5.1% | +69.4% | +64.4% |
| 5Y | +54.3% | -11.5% | +65.8% | +42.2% |
| All | +75.9% | +27.7% | +48.1% | +58.9% |
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