+546.0%
ODFL vs VFC
-48.6%
+594.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +0.8% |
| 7D | +5.8% | +1.6% | +4.2% | +5.3% |
| 30D | -5.3% | +25.5% | -30.8% | -11.3% |
| 3M | -19.0% | +41.3% | -60.3% | -26.7% |
| 6M | -7.5% | +22.2% | -29.7% | -13.7% |
| YTD | +11.8% | +16.4% | -4.6% | +5.5% |
| 1Y | +29.7% | +38.4% | -8.8% | +16.7% |
| 3Y | -9.1% | +56.2% | -65.4% | -30.8% |
| 5Y | +0.2% | -68.2% | +68.4% | +32.5% |
| All | +546.0% | -48.6% | +594.7% | +607.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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