+1,232.7%
VST vs IEMG
+137.9%
+1,094.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +5.3% | +1.6% | +3.7% | +4.1% |
| 30D | +5.8% | +4.6% | +1.1% | +2.3% |
| 3M | +3.5% | +4.8% | -1.4% | -0.2% |
| 6M | -7.4% | +16.8% | -24.2% | -17.9% |
| YTD | -6.1% | +24.8% | -30.9% | -20.6% |
| 1Y | -21.6% | +34.3% | -55.9% | -37.0% |
| 3Y | +357.2% | +87.0% | +270.2% | +199.0% |
| 5Y | +777.0% | +49.9% | +727.1% | +550.3% |
| All | +1,232.7% | +137.9% | +1,094.8% | +648.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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