+126.1%
EEM vs VST
+1,175.7%
-1,049.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.2% |
| 7D | +2.3% | +8.9% | -6.6% | +0.8% |
| 30D | +4.5% | +6.2% | -1.7% | +3.4% |
| 3M | -0.1% | -2.7% | +2.7% | +0.2% |
| 6M | +16.9% | -8.4% | +25.3% | +18.0% |
| YTD | +26.2% | -7.2% | +33.4% | +26.6% |
| 1Y | +40.5% | -20.9% | +61.4% | +43.9% |
| 3Y | +86.2% | +384.0% | -297.8% | +22.6% |
| 5Y | +45.5% | +757.1% | -711.6% | -17.7% |
| All | +126.1% | +1,175.7% | -1,049.6% | +14.6% |
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 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