+1,934.0%
VRT vs ODFL
+279.1%
+1,654.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.3% |
| 7D | +10.5% | +5.8% | +4.7% | +8.1% |
| 30D | -9.3% | -5.3% | -4.0% | -7.8% |
| 3M | -29.6% | -19.0% | -10.6% | -23.8% |
| 6M | -45.4% | -7.5% | -37.9% | -44.6% |
| YTD | +24.8% | +11.8% | +13.0% | +14.4% |
| 1Y | +23.6% | +29.7% | -6.0% | +5.6% |
| 3Y | +379.7% | -9.1% | +388.8% | +357.2% |
| 5Y | +660.3% | +0.2% | +660.1% | +558.0% |
| All | +1,934.0% | +279.1% | +1,654.9% | +1,117.1% |
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