+719.8%
ODFL vs VICR
+1,679.8%
-959.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.6% | -2.2% |
| 7D | -3.3% | +5.0% | -8.2% | -4.1% |
| 30D | -15.3% | -12.5% | -2.8% | -13.8% |
| 3M | -27.3% | -33.6% | +6.3% | -24.1% |
| 6M | -4.5% | +10.7% | -15.2% | -11.2% |
| YTD | +15.1% | +80.6% | -65.4% | -3.0% |
| 1Y | +21.1% | +288.4% | -267.3% | -13.0% |
| 3Y | -14.1% | +213.8% | -227.9% | -40.6% |
| 5Y | +26.6% | +58.8% | -32.3% | -7.9% |
| All | +719.8% | +1,679.8% | -959.9% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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