+805.7%
ODFL vs FTV
+127.6%
+678.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +5.8% | +3.9% | +1.9% | +3.3% |
| 30D | -5.3% | +18.7% | -24.0% | -15.3% |
| 3M | -19.0% | +10.0% | -29.0% | -24.0% |
| 6M | -7.5% | +14.6% | -22.0% | -15.7% |
| YTD | +11.8% | +23.4% | -11.6% | -3.4% |
| 1Y | +29.7% | +31.3% | -1.6% | +7.8% |
| 3Y | -9.1% | +39.8% | -48.9% | -27.3% |
| 5Y | +0.2% | +17.7% | -17.5% | -12.2% |
| 10Y | +566.3% | +110.2% | +456.0% | +344.9% |
| All | +805.7% | +127.6% | +678.1% | +498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling