-3.3%
OLN vs VT
+224.4%
-227.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +0.6% |
| 7D | -1.1% | -0.7% | -0.4% | -0.4% |
| 30D | +21.6% | -1.7% | +23.4% | +23.9% |
| 3M | -5.2% | -2.3% | -2.8% | -2.8% |
| 6M | -35.9% | +1.5% | -37.4% | -38.5% |
| YTD | -11.8% | +12.0% | -23.9% | -27.8% |
| 1Y | -5.4% | +12.9% | -18.2% | -23.4% |
| 3Y | -55.8% | +74.9% | -130.7% | -80.9% |
| 5Y | -67.8% | +59.9% | -127.7% | -83.8% |
| 10Y | -3.3% | +224.6% | -227.9% | -82.5% |
| All | -3.3% | +224.4% | -227.6% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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