+1,164.9%
VST vs VWO
+111.9%
+1,053.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +6.6% | +2.0% | +4.6% | +5.1% |
| 30D | -12.4% | -4.3% | -8.1% | -9.2% |
| 3M | -9.0% | -6.4% | -2.6% | -3.9% |
| 6M | -6.4% | -5.6% | -0.8% | -1.7% |
| YTD | -17.2% | +5.2% | -22.4% | -19.6% |
| 1Y | -22.0% | +5.2% | -27.2% | -24.3% |
| 3Y | +296.7% | +55.5% | +241.1% | +199.9% |
| 5Y | +637.6% | +25.6% | +612.0% | +531.6% |
| All | +1,164.9% | +111.9% | +1,053.0% | +670.1% |
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