+45.1%
ODFL vs VSXY
+37.5%
+7.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -15.3% | -18.7% | +3.4% | -12.7% |
| 3M | -27.3% | -4.0% | -23.3% | -27.4% |
| 6M | -4.5% | +67.5% | -72.0% | -15.0% |
| YTD | +15.1% | +39.7% | -24.5% | +5.5% |
| 1Y | +21.1% | +180.0% | -158.9% | -2.5% |
| 3Y | -14.1% | +337.3% | -351.4% | -41.6% |
| 5Y | +26.6% | +22.7% | +3.9% | +5.5% |
| All | +45.1% | +37.5% | +7.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling