-7.0%
FXI vs ODFL
+26.9%
-34.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.8% | -2.8% | 0.0% | -2.3% |
| 30D | -3.7% | -13.7% | +10.0% | -1.4% |
| 3M | -0.4% | -23.4% | +23.0% | +3.8% |
| 6M | -5.4% | -7.2% | +1.7% | -5.0% |
| YTD | -9.6% | +15.6% | -25.2% | -13.4% |
| 1Y | -11.9% | +24.2% | -36.1% | -16.9% |
| 3Y | +37.8% | -12.8% | +50.6% | +35.0% |
| 5Y | -7.0% | +27.1% | -34.2% | -17.2% |
| All | -7.0% | +26.9% | -34.0% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling