-57.2%
OLN vs VT
+69.7%
-126.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.5% |
| 7D | -1.6% | -2.3% | +0.7% | +1.3% |
| 30D | +8.7% | -5.0% | +13.7% | +16.1% |
| 3M | -6.6% | -4.9% | -1.7% | -0.6% |
| 6M | -38.8% | -1.5% | -37.2% | -38.9% |
| YTD | -14.7% | +8.5% | -23.2% | -28.6% |
| 1Y | -6.1% | +11.4% | -17.5% | -25.3% |
| 3Y | -57.2% | +70.1% | -127.2% | -84.3% |
| All | -57.2% | +69.7% | -126.9% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling