+36.8%
FXI vs ODFL
-12.7%
+49.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | -2.8% | -3.0% | +0.2% | -2.5% |
| 30D | -5.3% | -14.3% | +8.9% | -4.0% |
| 3M | +0.3% | -26.7% | +27.1% | +3.1% |
| 6M | -4.6% | -7.5% | +2.9% | -4.3% |
| YTD | -9.1% | +16.5% | -25.6% | -11.5% |
| 1Y | -12.0% | +23.5% | -35.5% | -15.0% |
| All | +36.8% | -12.7% | +49.5% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling