+29.3%
VCIT vs ODFL
+732.4%
-703.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -0.8% | -13.4% | +12.7% | -0.3% |
| 3M | -0.5% | -24.2% | +23.6% | +0.3% |
| 6M | -1.4% | -3.3% | +1.9% | -1.4% |
| YTD | -0.8% | +19.8% | -20.6% | -1.6% |
| 1Y | +0.3% | +24.5% | -24.2% | -0.7% |
| 3Y | +19.2% | -9.6% | +28.9% | +18.8% |
| 5Y | +3.6% | +28.0% | -24.5% | +1.4% |
| 10Y | +29.3% | +735.3% | -706.0% | +28.3% |
| All | +29.3% | +732.4% | -703.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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