+109.6%
EEM vs VST
+1,219.3%
-1,109.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.3% | -4.4% | +1.6% |
| 7D | -0.1% | -0.5% | +0.4% | -0.4% |
| 30D | -8.6% | -17.1% | +8.4% | -6.0% |
| 3M | -7.0% | -4.6% | -2.4% | -6.9% |
| 6M | -9.7% | -9.1% | -0.6% | -9.0% |
| YTD | +12.1% | -16.6% | +28.8% | +13.8% |
| 1Y | +14.1% | -29.5% | +43.5% | +18.8% |
| 3Y | +72.1% | +297.5% | -225.4% | +17.0% |
| 5Y | +34.1% | +654.5% | -620.4% | -22.9% |
| 10Y | +109.6% | +1,205.2% | -1,095.6% | +7.8% |
| All | +109.6% | +1,219.3% | -1,109.7% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling