+719.8%
ODFL vs VIG
+250.0%
+469.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.3% |
| 7D | -3.3% | -1.1% | -2.2% | -2.0% |
| 30D | -15.3% | -2.7% | -12.5% | -12.3% |
| 3M | -27.3% | +2.5% | -29.9% | -29.5% |
| 6M | -4.5% | +9.2% | -13.7% | -14.1% |
| YTD | +15.1% | +9.8% | +5.3% | +3.3% |
| 1Y | +21.1% | +12.4% | +8.7% | +5.7% |
| 3Y | -14.1% | +55.9% | -70.0% | -48.2% |
| 5Y | +26.6% | +63.9% | -37.4% | -26.3% |
| All | +719.8% | +250.0% | +469.8% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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