-21.6%
VST vs IEMG
+34.4%
-56.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +5.3% | +1.6% | +3.7% | +3.9% |
| 30D | +5.8% | +4.6% | +1.1% | +1.7% |
| 3M | +3.5% | +4.8% | -1.4% | -1.3% |
| 6M | -7.4% | +16.8% | -24.2% | -22.0% |
| YTD | -6.1% | +24.8% | -30.9% | -29.6% |
| 1Y | -21.6% | +34.3% | -55.9% | -43.8% |
| All | -21.6% | +34.4% | -56.0% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling