+77.9%
VXUS vs OWL
+38.2%
+39.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +1.0% | -2.2% | +3.3% | +1.4% |
| 30D | +2.2% | +3.7% | -1.5% | +1.4% |
| 3M | +3.0% | +17.5% | -14.6% | -0.4% |
| 6M | +10.7% | +18.5% | -7.9% | +6.3% |
| YTD | +17.8% | -16.3% | +34.2% | +20.3% |
| 1Y | +27.6% | -29.7% | +57.3% | +34.0% |
| 3Y | +73.3% | +14.2% | +59.1% | +60.9% |
| 5Y | +54.3% | +2.5% | +51.8% | +39.9% |
| All | +77.9% | +38.2% | +39.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling