+1,238.2%
VST vs ODFL
+743.5%
+494.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +9.9% | +0.2% | +9.7% | +9.8% |
| 30D | +7.9% | -13.4% | +21.3% | +11.5% |
| 3M | +3.4% | -24.2% | +27.6% | +9.8% |
| 6M | -4.1% | -3.3% | -0.8% | -4.4% |
| YTD | -5.7% | +19.8% | -25.5% | -11.5% |
| 1Y | -18.9% | +24.5% | -43.4% | -25.0% |
| 3Y | +359.1% | -9.6% | +368.7% | +348.2% |
| 5Y | +766.9% | +28.0% | +738.8% | +641.2% |
| All | +1,238.2% | +743.5% | +494.7% | +648.6% |
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 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