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  • ROIV vs VYM✓SelectedUSD · VYMROIV vs VYM performance historyLatest closeAs of+1.51%09/04
Stock and ETF performance explorer

ROIV vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+235.9%
VYM return
+113.4%
Excess return
+122.4%
Maximum drawdown
-79.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D+1.5%-0.4%+1.9%+1.9%
7D+0.6%0.0%+0.6%+0.6%
30D+1.0%-0.5%+1.5%+1.5%
3M+18.3%+3.0%+15.3%+15.1%
6M+18.3%+8.2%+10.1%+10.0%
YTD+61.0%+15.8%+45.2%+41.3%
1Y+177.9%+20.8%+157.0%+134.7%
3Y+199.1%+65.3%+133.8%+94.7%
5Y+250.7%+76.6%+174.1%+125.6%
All+235.9%+113.4%+122.4%+113.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling