+336.8%
ROIV vs VYM
+74.7%
+262.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | +1.7% | +3.7% | -2.0% | -2.4% |
| 30D | +17.6% | +3.7% | +13.9% | +13.0% |
| 3M | +9.0% | -0.7% | +9.7% | +9.9% |
| 6M | +35.3% | +7.2% | +28.1% | +24.6% |
| YTD | +82.2% | +16.9% | +65.2% | +52.8% |
| 1Y | +92.3% | +19.6% | +72.7% | +57.1% |
| 3Y | +336.8% | +74.6% | +262.2% | +104.7% |
| All | +336.8% | +74.7% | +262.1% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling