+1,232.7%
VST vs VWO
+111.3%
+1,121.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +5.3% | +0.2% | +5.2% | +5.2% |
| 30D | +5.8% | +0.9% | +4.9% | +5.1% |
| 3M | +3.5% | +4.3% | -0.8% | +0.3% |
| 6M | -7.4% | +10.5% | -17.9% | -14.0% |
| YTD | -6.1% | +13.4% | -19.4% | -14.1% |
| 1Y | -21.6% | +18.6% | -40.2% | -30.4% |
| 3Y | +357.2% | +65.8% | +291.4% | +228.7% |
| 5Y | +777.0% | +35.2% | +741.8% | +609.0% |
| All | +1,232.7% | +111.3% | +1,121.4% | +719.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling