-13.1%
ODFL vs VSH
+35.1%
-48.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -3.0% | +3.5% | -6.5% | -3.9% |
| 30D | -14.3% | -4.4% | -9.9% | -13.5% |
| 3M | -26.7% | -45.8% | +19.1% | -15.5% |
| 6M | -7.5% | +90.1% | -97.6% | -32.0% |
| YTD | +16.5% | +120.3% | -103.8% | -19.8% |
| 1Y | +23.5% | +112.2% | -88.7% | -14.6% |
| All | -13.1% | +35.1% | -48.2% | -34.5% |
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