+318.8%
VWO vs ODFL
+5,132.9%
-4,814.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | -1.7% | -2.8% | +1.1% | -0.8% |
| 30D | -0.3% | -13.7% | +13.4% | +4.4% |
| 3M | +4.0% | -23.4% | +27.3% | +12.7% |
| 6M | +8.1% | -7.2% | +15.3% | +9.4% |
| YTD | +11.6% | +15.6% | -4.0% | +4.2% |
| 1Y | +16.2% | +24.2% | -7.9% | +5.3% |
| 3Y | +63.3% | -12.8% | +76.0% | +58.8% |
| 5Y | +33.4% | +27.1% | +6.2% | +8.2% |
| 10Y | +113.3% | +739.9% | -626.6% | -18.7% |
| All | +318.8% | +5,132.9% | -4,814.1% | -32.1% |
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