+27.1%
ODFL vs VSH
+64.0%
-36.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -2.8% | +2.8% | -5.6% | -3.7% |
| 30D | -13.7% | -6.0% | -7.7% | -12.2% |
| 3M | -23.4% | -42.6% | +19.3% | -11.3% |
| 6M | -7.2% | +82.1% | -89.3% | -33.6% |
| YTD | +15.6% | +117.5% | -101.9% | -24.2% |
| 1Y | +24.2% | +109.0% | -84.8% | -18.0% |
| 3Y | -12.8% | +34.9% | -47.6% | -34.1% |
| 5Y | +27.1% | +65.1% | -38.0% | -19.0% |
| All | +27.1% | +64.0% | -36.8% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling