+114.1%
EEM vs VST
+1,174.0%
-1,059.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.4% |
| 7D | -0.9% | -6.0% | +5.2% | -0.1% |
| 30D | -9.3% | -18.8% | +9.4% | -6.4% |
| 3M | -7.1% | -8.0% | +1.0% | -6.3% |
| 6M | -10.4% | -10.9% | +0.5% | -9.4% |
| YTD | +11.3% | -18.3% | +29.6% | +13.4% |
| 1Y | +11.3% | -29.9% | +41.2% | +16.0% |
| 3Y | +69.6% | +290.3% | -220.7% | +15.5% |
| 5Y | +33.6% | +635.3% | -601.7% | -22.9% |
| 10Y | +114.1% | +1,162.4% | -1,048.2% | +9.9% |
| All | +114.1% | +1,174.0% | -1,059.9% | +9.9% |
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