+96.3%
VTR vs ODFL
+742.1%
-645.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.3% | -3.3% | +3.0% | +0.4% |
| 30D | +1.1% | -15.3% | +16.4% | +4.8% |
| 3M | +7.9% | -27.3% | +35.2% | +15.6% |
| 6M | +6.2% | -4.5% | +10.7% | +6.2% |
| YTD | +17.7% | +15.1% | +2.6% | +11.7% |
| 1Y | +32.9% | +21.1% | +11.8% | +23.9% |
| 3Y | +129.7% | -14.1% | +143.8% | +126.1% |
| 5Y | +89.3% | +26.6% | +62.7% | +58.1% |
| All | +96.3% | +742.1% | -645.8% | +31.4% |
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