+296.1%
ROIV vs VFC
-71.4%
+367.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +14.3% | +3.5% | +10.8% | +13.8% |
| 30D | +16.2% | +38.3% | -22.0% | +10.7% |
| 3M | +15.1% | +40.2% | -25.1% | +9.3% |
| 6M | +44.2% | +10.6% | +33.6% | +41.1% |
| YTD | +89.8% | +16.7% | +73.1% | +83.4% |
| 1Y | +94.6% | +45.0% | +49.6% | +81.4% |
| 3Y | +367.5% | +48.8% | +318.7% | +301.9% |
| 5Y | +421.4% | -67.6% | +489.0% | +504.3% |
| All | +296.1% | -71.4% | +367.5% | +354.9% |
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 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