+273.8%
ROIV vs VFC
-72.0%
+345.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.1% |
| 7D | +5.3% | +11.2% | -5.9% | +3.7% |
| 30D | +11.9% | +41.5% | -29.6% | +6.2% |
| 3M | +10.7% | +38.9% | -28.2% | +5.2% |
| 6M | +34.9% | +6.1% | +28.8% | +32.8% |
| YTD | +79.2% | +14.5% | +64.6% | +73.6% |
| 1Y | +89.0% | +46.0% | +43.1% | +76.0% |
| 3Y | +337.3% | +36.4% | +301.0% | +282.9% |
| 5Y | +402.3% | -67.5% | +469.9% | +482.8% |
| All | +273.8% | -72.0% | +345.8% | +330.6% |
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