+84.9%
VUG vs ODFL
-12.7%
+97.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.7% |
| 30D | -1.7% | -14.3% | +12.6% | +1.3% |
| 3M | +2.8% | -26.7% | +29.6% | +9.2% |
| 6M | +13.6% | -7.5% | +21.1% | +14.4% |
| YTD | +8.1% | +16.5% | -8.5% | +2.6% |
| 1Y | +13.1% | +23.5% | -10.5% | +5.5% |
| All | +84.9% | -12.7% | +97.6% | +81.6% |
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 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