+1,238.2%
VST vs EME
+1,246.7%
-8.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.1% |
| 7D | +9.9% | +5.2% | +4.7% | +6.6% |
| 30D | +7.9% | -5.4% | +13.3% | +11.2% |
| 3M | +3.4% | -6.1% | +9.5% | +5.9% |
| 6M | -4.1% | +9.7% | -13.8% | -11.1% |
| YTD | -5.7% | +26.6% | -32.3% | -20.4% |
| 1Y | -18.9% | +24.6% | -43.5% | -31.6% |
| 3Y | +359.1% | +249.6% | +109.5% | +145.1% |
| 5Y | +766.9% | +556.6% | +210.3% | +241.6% |
| All | +1,238.2% | +1,246.7% | -8.5% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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