+123.6%
EEM vs VST
+1,169.0%
-1,045.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +0.7% | +10.9% | -10.3% | -1.2% |
| 30D | -6.2% | -15.6% | +9.4% | -3.8% |
| 3M | -5.2% | -7.8% | +2.6% | -4.5% |
| 6M | -8.1% | -12.0% | +3.8% | -6.9% |
| YTD | +14.0% | -16.9% | +30.9% | +15.8% |
| 1Y | +13.8% | -25.1% | +38.9% | +17.4% |
| 3Y | +73.7% | +297.1% | -223.3% | +17.8% |
| 5Y | +34.6% | +641.9% | -607.4% | -22.6% |
| 10Y | +123.6% | +1,142.3% | -1,018.7% | +12.1% |
| All | +123.6% | +1,169.0% | -1,045.5% | +12.1% |
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