+3,732.5%
ODFL vs VIG
+655.8%
+3,076.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.8% | +3.5% | +2.3% | +1.2% |
| 30D | -5.3% | +4.9% | -10.3% | -11.1% |
| 3M | -19.0% | +2.5% | -21.5% | -21.6% |
| 6M | -7.5% | +11.0% | -18.5% | -19.2% |
| YTD | +11.8% | +16.0% | -4.2% | -7.3% |
| 1Y | +29.7% | +17.5% | +12.1% | +5.8% |
| 3Y | -9.1% | +67.0% | -76.1% | -52.2% |
| 5Y | +0.2% | +64.8% | -64.6% | -45.1% |
| 10Y | +566.3% | +263.6% | +302.7% | +27.3% |
| All | +3,732.5% | +655.8% | +3,076.7% | +164.2% |
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