+1,162.4%
VST vs VWO
+102.8%
+1,059.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -6.0% | +2.1% | -8.1% | -7.5% |
| 30D | -18.8% | -5.5% | -13.3% | -15.0% |
| 3M | -8.0% | -6.2% | -1.8% | -3.1% |
| 6M | -10.9% | -6.4% | -4.5% | -5.9% |
| YTD | -18.3% | +5.4% | -23.7% | -20.8% |
| 1Y | -29.9% | +4.5% | -34.5% | -31.6% |
| 3Y | +290.3% | +56.1% | +234.2% | +194.6% |
| 5Y | +635.3% | +28.1% | +607.2% | +521.7% |
| 10Y | +1,162.4% | +107.3% | +1,055.0% | +696.5% |
| All | +1,162.4% | +102.8% | +1,059.5% | +696.5% |
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