-9.1%
ODFL vs VSH
+31.2%
-40.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.6% |
| 7D | +5.8% | +14.3% | -8.5% | +2.4% |
| 30D | -5.3% | -7.9% | +2.5% | -4.6% |
| 3M | -19.0% | -19.9% | +0.9% | -16.4% |
| 6M | -7.5% | -30.5% | +23.0% | -5.7% |
| YTD | +11.8% | +85.7% | -73.9% | -21.4% |
| 1Y | +29.7% | +98.9% | -69.3% | -11.1% |
| 3Y | -9.1% | +32.1% | -41.2% | -35.9% |
| All | -9.1% | +31.2% | -40.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling