-68.2%
OLN vs VT
+53.4%
-121.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.5% |
| 7D | -1.6% | -2.3% | +0.7% | +1.2% |
| 30D | +8.7% | -5.0% | +13.7% | +15.7% |
| 3M | -6.6% | -4.9% | -1.7% | -0.9% |
| 6M | -38.8% | -1.5% | -37.2% | -38.6% |
| YTD | -14.7% | +8.5% | -23.2% | -26.3% |
| 1Y | -6.1% | +11.4% | -17.5% | -22.1% |
| 3Y | -57.2% | +70.1% | -127.2% | -79.6% |
| All | -68.2% | +53.4% | -121.6% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling