+3,981.3%
ODFL vs VIG
+623.5%
+3,357.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.7% |
| 7D | -6.3% | -0.4% | -5.8% | -5.7% |
| 30D | -13.6% | -1.0% | -12.6% | -12.5% |
| 3M | -24.2% | +2.8% | -26.9% | -26.8% |
| 6M | -13.8% | +8.2% | -22.0% | -21.9% |
| YTD | +19.0% | +11.0% | +8.0% | +4.6% |
| 1Y | +25.7% | +16.1% | +9.5% | +4.1% |
| 3Y | -13.1% | +56.2% | -69.3% | -50.1% |
| 5Y | +26.7% | +63.0% | -36.3% | -29.5% |
| 10Y | +721.5% | +241.4% | +480.1% | +70.6% |
| All | +3,981.3% | +623.5% | +3,357.7% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling