+235.9%
ROIV vs VYM
+113.4%
+122.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 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