+219.8%
VT vs ODFL
+615.5%
-395.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.5% |
| 7D | +0.4% | -3.0% | +3.4% | +1.3% |
| 30D | -2.6% | -6.1% | +3.5% | -1.0% |
| 3M | -3.2% | -20.9% | +17.7% | +3.2% |
| 6M | +0.9% | -13.6% | +14.5% | +4.3% |
| YTD | +11.3% | +9.4% | +1.9% | +5.7% |
| 1Y | +14.0% | +22.9% | -8.9% | +4.1% |
| 3Y | +75.8% | -9.8% | +85.6% | +69.9% |
| 5Y | +57.8% | -0.4% | +58.2% | +41.5% |
| 10Y | +219.8% | +592.4% | -372.6% | +56.3% |
| All | +219.8% | +615.5% | -395.7% | +56.3% |
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