+719.8%
ODFL vs VFC
-69.1%
+788.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.6% |
| 7D | -3.3% | -1.4% | -1.9% | -2.9% |
| 30D | -15.3% | -9.0% | -6.3% | -13.1% |
| 3M | -27.3% | -24.2% | -3.1% | -22.1% |
| 6M | -4.5% | -18.5% | +14.0% | -0.1% |
| YTD | +15.1% | -25.9% | +41.0% | +23.7% |
| 1Y | +21.1% | -13.0% | +34.1% | +23.4% |
| 3Y | -14.1% | -20.3% | +6.2% | -21.2% |
| 5Y | +26.6% | -78.1% | +104.7% | +84.5% |
| All | +719.8% | -69.1% | +788.9% | +891.9% |
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