+27.7%
ODFL vs FTV
+37.8%
-10.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.3% |
| 7D | +3.5% | +6.6% | -3.1% | -0.3% |
| 30D | 0.0% | +19.1% | -19.1% | -10.3% |
| 3M | -18.1% | +13.1% | -31.2% | -24.0% |
| 6M | -6.4% | +14.0% | -20.4% | -14.2% |
| YTD | +14.9% | +24.2% | -9.3% | -3.6% |
| 1Y | +27.7% | +36.4% | -8.7% | -2.8% |
| All | +27.7% | +37.8% | -10.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling