+121.1%
EEM vs VST
+1,139.0%
-1,017.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +2.7% | +6.6% | -3.9% | +1.5% |
| 30D | -5.4% | -12.4% | +7.0% | -3.6% |
| 3M | -8.6% | -9.0% | +0.4% | -7.7% |
| 6M | -8.9% | -6.4% | -2.4% | -8.6% |
| YTD | +11.9% | -17.2% | +29.1% | +13.8% |
| 1Y | +13.1% | -22.0% | +35.1% | +15.9% |
| 3Y | +70.7% | +296.7% | -226.0% | +15.7% |
| 5Y | +31.8% | +637.6% | -605.8% | -24.1% |
| All | +121.1% | +1,139.0% | -1,017.9% | +11.6% |
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