+4,008.5%
ODFL vs VT
+345.0%
+3,663.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -0.9% |
| 7D | -1.0% | -4.2% | +3.1% | +3.2% |
| 30D | -4.2% | -5.8% | +1.6% | +1.6% |
| 3M | -20.7% | -5.2% | -15.5% | -16.4% |
| 6M | -12.8% | +0.1% | -12.9% | -13.2% |
| YTD | +9.2% | +8.2% | +1.0% | +0.7% |
| 1Y | +21.9% | +10.1% | +11.8% | +10.5% |
| 3Y | -11.5% | +69.7% | -81.2% | -47.3% |
| 5Y | +0.3% | +53.4% | -53.0% | -32.9% |
| 10Y | +631.8% | +219.2% | +412.6% | +146.6% |
| All | +4,008.5% | +345.0% | +3,663.5% | +1,056.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling