+91.1%
EEM vs VST
+866.2%
-775.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.2% | +0.4% | -4.7% |
| 7D | -7.4% | -19.9% | +12.5% | -4.0% |
| 30D | -15.0% | -29.7% | +14.7% | -10.0% |
| 3M | -11.7% | -19.6% | +7.9% | -8.8% |
| 6M | -10.8% | -29.4% | +18.6% | -6.1% |
| YTD | +6.7% | -29.7% | +36.4% | +11.6% |
| 1Y | +7.4% | -40.0% | +47.4% | +15.1% |
| 3Y | +62.1% | +231.0% | -168.9% | +14.1% |
| 5Y | +28.2% | +500.1% | -471.8% | -22.7% |
| 10Y | +101.2% | +1,004.2% | -903.0% | +5.5% |
| All | +91.1% | +866.2% | -775.1% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling