+98.4%
EEM vs VST
+1,112.0%
-1,013.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.6% | -8.3% | +0.4% |
| 7D | -2.8% | -9.8% | +7.0% | -1.4% |
| 30D | -11.9% | -25.1% | +13.2% | -7.8% |
| 3M | -8.8% | -11.6% | +2.8% | -7.4% |
| 6M | -11.6% | -20.9% | +9.3% | -8.8% |
| YTD | +9.0% | -22.3% | +31.3% | +12.1% |
| 1Y | +10.6% | -32.0% | +42.6% | +15.9% |
| 3Y | +64.4% | +262.4% | -198.0% | +13.6% |
| 5Y | +31.0% | +563.4% | -532.3% | -22.7% |
| All | +98.4% | +1,112.0% | -1,013.6% | +1.5% |
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