+14.7%
FXI vs ODFL
+742.1%
-727.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -3.9% | -3.3% | -0.6% | -3.1% |
| 30D | -2.1% | -15.3% | +13.2% | +1.7% |
| 3M | -0.5% | -27.3% | +26.9% | +7.0% |
| 6M | -4.5% | -4.5% | 0.0% | -4.5% |
| YTD | -9.2% | +15.1% | -24.4% | -14.2% |
| 1Y | -13.8% | +21.1% | -34.9% | -19.8% |
| 3Y | +36.6% | -14.1% | +50.7% | +33.9% |
| 5Y | -6.7% | +26.6% | -33.3% | -22.3% |
| All | +14.7% | +742.1% | -727.5% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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