+15.0%
EEM vs VST
-35.7%
+50.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.8% | +14.7% | +3.6% |
| 7D | -3.0% | -15.7% | +12.7% | +0.1% |
| 30D | -10.3% | -17.0% | +6.6% | -7.5% |
| 3M | -6.6% | -15.9% | +9.2% | -4.0% |
| 6M | -3.4% | -25.0% | +21.6% | +1.1% |
| YTD | +13.2% | -25.1% | +38.3% | +17.9% |
| 1Y | +15.0% | -34.9% | +49.9% | +21.0% |
| All | +15.0% | -35.7% | +50.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling