+55.4%
VXUS vs OWL
-3.7%
+59.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.6% |
| 7D | +1.6% | -3.9% | +5.5% | +2.4% |
| 30D | +1.0% | -3.7% | +4.7% | +1.6% |
| 3M | +5.7% | +21.4% | -15.7% | +0.9% |
| 6M | +13.6% | +18.3% | -4.8% | +8.4% |
| YTD | +17.4% | -20.1% | +37.5% | +21.6% |
| 1Y | +25.1% | -32.8% | +57.8% | +33.8% |
| 3Y | +75.8% | +8.6% | +67.3% | +59.6% |
| 5Y | +55.4% | -4.5% | +59.8% | +35.6% |
| All | +55.4% | -3.7% | +59.1% | +35.6% |
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