+1,058.9%
VST vs IEMG
+110.9%
+948.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.5% |
| 7D | -6.0% | -0.7% | -5.4% | -5.4% |
| 30D | -18.8% | -9.4% | -9.4% | -12.3% |
| 3M | -8.0% | -7.3% | -0.8% | -2.3% |
| 6M | -10.9% | -10.4% | -0.5% | -3.2% |
| YTD | -18.3% | +10.6% | -29.0% | -24.1% |
| 1Y | -29.9% | +10.5% | -40.4% | -34.8% |
| 3Y | +290.3% | +67.7% | +222.6% | +178.5% |
| 5Y | +635.3% | +36.2% | +599.1% | +489.5% |
| 10Y | +1,162.4% | +125.6% | +1,036.8% | +659.3% |
| All | +1,058.9% | +110.9% | +948.1% | +615.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling