+280.1%
ROIV vs VYM
+115.5%
+164.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | +1.7% | +3.7% | -2.0% | -1.6% |
| 30D | +17.6% | +3.7% | +13.9% | +13.9% |
| 3M | +9.0% | -0.7% | +9.7% | +9.7% |
| 6M | +35.3% | +7.2% | +28.1% | +26.8% |
| YTD | +82.2% | +16.9% | +65.2% | +58.5% |
| 1Y | +92.3% | +19.6% | +72.7% | +63.8% |
| 3Y | +336.8% | +74.6% | +262.2% | +172.6% |
| 5Y | +370.6% | +72.3% | +298.3% | +200.1% |
| All | +280.1% | +115.5% | +164.6% | +139.9% |
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