+1,238.7%
VUG vs ODFL
+9,166.7%
-7,928.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +1.0% |
| 30D | -1.7% | -14.3% | +12.6% | +2.8% |
| 3M | +2.8% | -26.7% | +29.6% | +12.3% |
| 6M | +13.6% | -7.5% | +21.1% | +15.0% |
| YTD | +8.1% | +16.5% | -8.5% | +1.2% |
| 1Y | +13.1% | +23.5% | -10.5% | +3.4% |
| 3Y | +87.0% | -12.1% | +99.0% | +83.8% |
| 5Y | +76.0% | +28.9% | +47.0% | +50.7% |
| 10Y | +420.5% | +746.5% | -326.0% | +155.7% |
| All | +1,238.7% | +9,166.7% | -7,928.0% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling