+34,131.0%
ODFL vs VFC
+679.4%
+33,451.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | +0.2% | +0.8% | -0.7% | -0.1% |
| 30D | -13.4% | -11.9% | -1.5% | -9.8% |
| 3M | -24.2% | -20.2% | -4.0% | -19.1% |
| 6M | -3.3% | -23.0% | +19.7% | +3.8% |
| YTD | +19.8% | -26.2% | +46.0% | +30.3% |
| 1Y | +24.5% | -13.3% | +37.9% | +27.0% |
| 3Y | -9.6% | -25.5% | +15.8% | -17.0% |
| 5Y | +28.0% | -78.1% | +106.1% | +80.8% |
| 10Y | +735.3% | -68.8% | +804.0% | +860.4% |
| All | +34,131.0% | +679.4% | +33,451.6% | +17,155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling