+719.8%
ODFL vs VTRS
-48.4%
+768.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.3% | -2.2% | -1.1% | -2.8% |
| 30D | -15.3% | +3.3% | -18.6% | -16.0% |
| 3M | -27.3% | +2.0% | -29.3% | -27.8% |
| 6M | -4.5% | +19.9% | -24.4% | -8.8% |
| YTD | +15.1% | +35.7% | -20.6% | +6.7% |
| 1Y | +21.1% | +68.1% | -47.0% | +6.7% |
| 3Y | -14.1% | +87.1% | -101.2% | -27.7% |
| 5Y | +26.6% | +47.6% | -21.1% | +9.2% |
| All | +719.8% | -48.4% | +768.2% | +712.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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