+629.3%
VST vs IEMG
+34.6%
+594.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.4% |
| 7D | -6.0% | -0.7% | -5.4% | -5.3% |
| 30D | -18.8% | -9.4% | -9.4% | -11.1% |
| 3M | -8.0% | -7.3% | -0.8% | -1.3% |
| 6M | -10.9% | -10.4% | -0.5% | -2.0% |
| YTD | -18.3% | +10.6% | -29.0% | -26.0% |
| 1Y | -29.9% | +10.5% | -40.4% | -36.4% |
| 3Y | +290.3% | +67.7% | +222.6% | +161.6% |
| All | +629.3% | +34.6% | +594.7% | +443.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling