-50.2%
VG vs ODFL
-9.0%
-41.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.1% |
| 7D | -8.3% | -3.0% | -5.3% | -8.2% |
| 30D | -10.3% | -6.1% | -4.2% | -10.2% |
| 3M | -10.8% | -20.9% | +10.1% | -9.3% |
| 6M | +3.5% | -13.6% | +17.1% | +3.8% |
| YTD | +74.0% | +9.4% | +64.5% | +59.9% |
| 1Y | +48.9% | +22.9% | +26.0% | +31.3% |
| All | -50.2% | -9.0% | -41.2% | -56.4% |
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