+296.7%
VST vs ODFL
-9.1%
+305.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +6.6% | +5.8% | +0.7% | +5.7% |
| 30D | -12.4% | -5.3% | -7.0% | -11.7% |
| 3M | -9.0% | -19.0% | +10.0% | -6.1% |
| 6M | -6.4% | -7.5% | +1.0% | -6.1% |
| YTD | -17.2% | +11.8% | -29.0% | -20.6% |
| 1Y | -22.0% | +29.7% | -51.7% | -27.6% |
| 3Y | +296.7% | -9.1% | +305.8% | +277.1% |
| All | +296.7% | -9.1% | +305.8% | +277.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling