+293.8%
ODFL vs NVT
+731.8%
-438.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -2.1% |
| 7D | -3.3% | +4.1% | -7.3% | -4.7% |
| 30D | -15.3% | -5.1% | -10.2% | -13.9% |
| 3M | -27.3% | -1.2% | -26.2% | -28.2% |
| 6M | -4.5% | +46.6% | -51.1% | -20.1% |
| YTD | +15.1% | +60.0% | -44.8% | -7.3% |
| 1Y | +21.1% | +70.8% | -49.7% | -6.0% |
| 3Y | -14.1% | +187.5% | -201.7% | -49.2% |
| 5Y | +26.6% | +426.1% | -399.6% | -42.2% |
| All | +293.8% | +731.8% | -438.0% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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