+235.9%
ROIV vs VFC
-81.6%
+317.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.2% |
| 7D | +0.6% | -1.6% | +2.2% | +0.9% |
| 30D | +1.0% | -11.6% | +12.6% | +2.8% |
| 3M | +18.3% | -18.1% | +36.4% | +21.2% |
| 6M | +18.3% | -27.4% | +45.7% | +23.1% |
| YTD | +61.0% | -24.8% | +85.8% | +66.3% |
| 1Y | +177.9% | -8.2% | +186.1% | +176.7% |
| 3Y | +199.1% | -29.1% | +228.2% | +194.5% |
| 5Y | +250.7% | -79.2% | +329.9% | +332.0% |
| All | +235.9% | -81.6% | +317.5% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling