+293.7%
ROIV vs VYM
+110.3%
+183.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | +19.0% | -1.9% | +20.8% | +21.0% |
| 30D | +16.1% | -2.6% | +18.7% | +18.9% |
| 3M | +44.1% | +3.6% | +40.5% | +39.4% |
| 6M | +37.8% | +8.7% | +29.2% | +27.6% |
| YTD | +88.7% | +14.1% | +74.5% | +67.7% |
| 1Y | +197.3% | +17.8% | +179.5% | +156.8% |
| 3Y | +224.9% | +64.5% | +160.4% | +112.7% |
| 5Y | +311.0% | +77.5% | +233.5% | +167.5% |
| All | +293.7% | +110.3% | +183.3% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling