+66.6%
VXUS vs OWL
+20.1%
+46.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +0.5% | -1.2% | +1.7% | +0.7% |
| 30D | -2.5% | +7.6% | -10.1% | -4.0% |
| 3M | -4.6% | -10.7% | +6.0% | -3.0% |
| 6M | -2.6% | +0.9% | -3.5% | -3.5% |
| YTD | +10.4% | -27.3% | +37.7% | +15.3% |
| 1Y | +12.9% | -27.2% | +40.0% | +17.7% |
| 3Y | +68.4% | -11.4% | +79.8% | +63.9% |
| 5Y | +47.7% | -20.0% | +67.6% | +37.6% |
| All | +66.6% | +20.1% | +46.5% | +51.9% |
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 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