+753.0%
VST vs IEMG
+49.2%
+703.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +2.1% |
| 7D | +8.9% | +2.2% | +6.7% | +6.9% |
| 30D | +6.2% | +4.6% | +1.6% | +2.1% |
| 3M | -2.7% | +0.4% | -3.1% | -3.5% |
| 6M | -8.4% | +16.4% | -24.7% | -20.9% |
| YTD | -7.2% | +25.4% | -32.6% | -25.0% |
| 1Y | -20.9% | +38.3% | -59.2% | -41.3% |
| 3Y | +384.0% | +84.1% | +299.9% | +193.2% |
| All | +753.0% | +49.2% | +703.9% | +474.4% |
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 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