-1.4%
ODFL vs VFC
-68.8%
+67.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.6% | +1.4% |
| 7D | +0.6% | -1.4% | +2.1% | +1.0% |
| 30D | -6.3% | +24.6% | -30.9% | -11.3% |
| 3M | -19.1% | +38.4% | -57.6% | -25.5% |
| 6M | -9.9% | +15.3% | -25.2% | -14.0% |
| YTD | +9.9% | +12.7% | -2.8% | +5.5% |
| 1Y | +24.4% | +32.7% | -8.3% | +15.0% |
| 3Y | -11.0% | +43.7% | -54.7% | -27.5% |
| 5Y | -1.4% | -69.2% | +67.7% | +48.6% |
| All | -1.4% | -68.8% | +67.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling