+25.3%
OLN vs VT
+374.2%
-348.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +1.3% | +0.4% | +0.8% | +0.6% |
| 30D | -6.1% | +1.0% | -7.1% | -7.4% |
| 3M | -29.5% | +2.4% | -31.9% | -32.2% |
| 6M | -27.7% | +12.0% | -39.7% | -38.7% |
| YTD | -14.4% | +15.3% | -29.7% | -29.9% |
| 1Y | -25.2% | +22.6% | -47.8% | -43.2% |
| 3Y | -63.7% | +74.7% | -138.4% | -82.1% |
| 5Y | -60.0% | +66.1% | -126.1% | -78.6% |
| 10Y | +3.7% | +225.0% | -221.3% | -73.8% |
| All | +25.3% | +374.2% | -348.9% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling