-0.4%
ODFL vs VMC
+42.8%
-43.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +2.0% |
| 7D | +5.8% | -1.3% | +7.1% | +6.7% |
| 30D | -5.3% | +15.5% | -20.8% | -13.9% |
| 3M | -19.0% | +0.6% | -19.6% | -19.6% |
| 6M | -7.5% | +2.1% | -9.5% | -10.1% |
| YTD | +11.8% | -1.6% | +13.4% | +10.3% |
| 1Y | +29.7% | -1.2% | +30.8% | +27.5% |
| 3Y | -9.1% | +35.3% | -44.5% | -29.2% |
| All | -0.4% | +42.8% | -43.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling