-9.6%
ODFL vs VFC
-25.9%
+16.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +0.2% | +0.8% | -0.7% | 0.0% |
| 30D | -13.4% | -11.9% | -1.5% | -11.3% |
| 3M | -24.2% | -20.2% | -4.0% | -21.3% |
| 6M | -3.3% | -23.0% | +19.7% | +0.8% |
| YTD | +19.8% | -26.2% | +46.0% | +26.1% |
| 1Y | +24.5% | -13.3% | +37.9% | +27.2% |
| 3Y | -9.6% | -25.5% | +15.8% | -11.5% |
| All | -9.6% | -25.9% | +16.3% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling