+98.0%
VCIT vs ODFL
+4,567.0%
-4,469.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | -6.3% | +5.9% | -0.3% |
| 30D | -0.8% | -13.6% | +12.8% | -0.5% |
| 3M | -1.0% | -24.2% | +23.2% | -0.6% |
| 6M | -1.8% | -13.8% | +11.9% | -1.7% |
| YTD | -0.7% | +19.0% | -19.7% | -1.0% |
| 1Y | +1.0% | +25.7% | -24.7% | +0.6% |
| 3Y | +18.8% | -13.1% | +32.0% | +18.7% |
| 5Y | +3.5% | +26.7% | -23.2% | +2.8% |
| 10Y | +29.2% | +721.5% | -692.3% | +31.8% |
| All | +98.0% | +4,567.0% | -4,469.0% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling