+1,142.3%
VST vs ODFL
+565.4%
+576.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | +10.9% | -5.0% | +15.9% | +12.2% |
| 30D | -15.6% | -6.3% | -9.3% | -14.4% |
| 3M | -7.8% | -18.5% | +10.7% | -3.6% |
| 6M | -12.0% | -12.4% | +0.4% | -10.1% |
| YTD | -16.9% | +9.2% | -26.1% | -20.5% |
| 1Y | -25.1% | +23.0% | -48.1% | -30.7% |
| 3Y | +297.1% | -11.6% | +308.7% | +288.0% |
| 5Y | +641.9% | +0.1% | +641.8% | +576.2% |
| 10Y | +1,142.3% | +550.8% | +591.5% | +634.0% |
| All | +1,142.3% | +565.4% | +576.9% | +634.0% |
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