-26.4%
VST vs IEMG
+10.6%
-36.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.4% |
| 7D | -6.0% | -0.7% | -5.4% | -5.5% |
| 30D | -18.8% | -9.4% | -9.4% | -11.5% |
| 3M | -8.0% | -7.3% | -0.8% | -1.6% |
| 6M | -10.9% | -10.4% | -0.5% | -3.0% |
| YTD | -18.3% | +10.6% | -29.0% | -31.5% |
| All | -26.4% | +10.6% | -36.9% | -38.4% |
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