+864.5%
ODFL vs FTV
+90.8%
+773.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.7% |
| 7D | -6.3% | -4.5% | -1.8% | -3.5% |
| 30D | -13.6% | -7.1% | -6.5% | -9.5% |
| 3M | -24.2% | -7.2% | -17.0% | -20.8% |
| 6M | -13.8% | -1.5% | -12.3% | -13.5% |
| YTD | +19.0% | +3.5% | +15.6% | +15.5% |
| 1Y | +25.7% | +20.3% | +5.3% | +10.7% |
| 3Y | -13.1% | -3.1% | -10.0% | -12.6% |
| 5Y | +26.7% | +2.3% | +24.3% | +22.0% |
| 10Y | +721.5% | +76.3% | +645.2% | +523.2% |
| All | +864.5% | +90.8% | +773.7% | +614.7% |
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