-0.4%
ODFL vs VSAT
+25.1%
-25.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.1% |
| 7D | +5.8% | +5.9% | -0.1% | +5.1% |
| 30D | -5.3% | +9.7% | -15.0% | -6.7% |
| 3M | -19.0% | -18.3% | -0.7% | -18.0% |
| 6M | -7.5% | -4.1% | -3.4% | -9.1% |
| YTD | +11.8% | +96.5% | -84.7% | +0.4% |
| 1Y | +29.7% | +89.3% | -59.6% | +16.6% |
| 3Y | -9.1% | +270.1% | -279.2% | -30.6% |
| All | -0.4% | +25.1% | -25.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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