+221.3%
ROIV vs VFC
-11.5%
+232.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.6% | +18.9% |
| 7D | +20.2% | +0.8% | +19.3% | +20.0% |
| 30D | +14.1% | -11.9% | +26.1% | +15.8% |
| 3M | +45.6% | -20.2% | +65.8% | +48.8% |
| 6M | +44.1% | -23.0% | +67.1% | +47.9% |
| YTD | +91.2% | -26.2% | +117.4% | +98.0% |
| 1Y | +221.3% | -13.3% | +234.6% | +231.9% |
| All | +221.3% | -11.5% | +232.8% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling