+376.1%
ROIV vs VFC
-68.8%
+444.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.5% | -4.0% |
| 7D | +9.2% | -1.4% | +10.6% | +9.5% |
| 30D | +19.9% | +24.6% | -4.7% | +16.0% |
| 3M | +10.6% | +38.4% | -27.8% | +5.1% |
| 6M | +36.1% | +15.3% | +20.8% | +32.2% |
| YTD | +84.3% | +12.7% | +71.5% | +79.0% |
| 1Y | +87.6% | +32.7% | +54.9% | +77.1% |
| 3Y | +353.9% | +43.7% | +310.2% | +289.4% |
| 5Y | +376.1% | -69.2% | +445.2% | +440.0% |
| All | +376.1% | -68.8% | +444.9% | +440.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling