+60.8%
EEM vs VST
+229.5%
-168.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.2% | +0.4% | -5.0% |
| 7D | -7.4% | -19.9% | +12.5% | -4.9% |
| 30D | -15.0% | -29.7% | +14.7% | -11.2% |
| 3M | -11.7% | -19.6% | +7.9% | -9.5% |
| 6M | -10.8% | -29.4% | +18.6% | -7.3% |
| YTD | +6.7% | -29.7% | +36.4% | +10.5% |
| 1Y | +7.4% | -40.0% | +47.4% | +12.9% |
| All | +60.8% | +229.5% | -168.7% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling