+1,205.2%
VST vs EMB
+30.9%
+1,174.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +6.5% |
| 7D | -0.5% | +0.8% | -1.3% | -1.6% |
| 30D | -17.1% | +1.5% | -18.6% | -18.7% |
| 3M | -4.6% | -1.9% | -2.7% | -2.3% |
| 6M | -9.1% | -1.6% | -7.5% | -7.1% |
| YTD | -16.6% | 0.0% | -16.6% | -16.2% |
| 1Y | -29.5% | +1.1% | -30.5% | -29.9% |
| 3Y | +297.5% | +30.9% | +266.6% | +202.7% |
| 5Y | +654.5% | +7.1% | +647.5% | +616.5% |
| 10Y | +1,205.2% | +31.1% | +1,174.1% | +976.7% |
| All | +1,205.2% | +30.9% | +1,174.4% | +976.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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