+224.6%
VT vs ODFL
+565.4%
-340.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.7% |
| 7D | -0.7% | -5.0% | +4.3% | +0.8% |
| 30D | -1.7% | -6.3% | +4.5% | -0.1% |
| 3M | -2.3% | -18.5% | +16.2% | +3.3% |
| 6M | +1.5% | -12.4% | +13.9% | +4.5% |
| YTD | +12.0% | +9.2% | +2.8% | +6.5% |
| 1Y | +12.9% | +23.0% | -10.1% | +3.0% |
| 3Y | +74.9% | -11.6% | +86.6% | +70.2% |
| 5Y | +59.9% | +0.1% | +59.8% | +43.0% |
| 10Y | +224.6% | +550.8% | -326.2% | +55.8% |
| All | +224.6% | +565.4% | -340.8% | +55.8% |
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