+27.1%
ODFL vs EFV
+94.1%
-67.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | -2.8% | -2.0% | -0.8% | -1.0% |
| 30D | -13.7% | -0.2% | -13.5% | -13.5% |
| 3M | -23.4% | +9.1% | -32.5% | -29.3% |
| 6M | -7.2% | +11.7% | -18.9% | -16.1% |
| YTD | +15.6% | +17.0% | -1.4% | 0.0% |
| 1Y | +24.2% | +26.7% | -2.5% | +0.1% |
| 3Y | -12.8% | +90.2% | -102.9% | -51.7% |
| 5Y | +27.1% | +96.1% | -69.0% | -33.7% |
| All | +27.1% | +94.1% | -67.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling