+719.8%
ODFL vs EFV
+169.9%
+549.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.4% |
| 7D | -3.3% | -0.8% | -2.5% | -2.6% |
| 30D | -15.3% | +0.6% | -15.9% | -15.8% |
| 3M | -27.3% | +7.5% | -34.9% | -32.0% |
| 6M | -4.5% | +13.0% | -17.5% | -14.3% |
| YTD | +15.1% | +18.3% | -3.2% | -0.8% |
| 1Y | +21.1% | +26.7% | -5.6% | -1.6% |
| 3Y | -14.1% | +89.6% | -103.7% | -51.1% |
| 5Y | +26.6% | +98.2% | -71.6% | -30.8% |
| All | +719.8% | +169.9% | +549.9% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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