-29.9%
VST vs VWO
+4.9%
-34.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -6.0% | +2.1% | -8.1% | -8.3% |
| 30D | -18.8% | -5.5% | -13.3% | -13.1% |
| 3M | -8.0% | -6.2% | -1.8% | -0.7% |
| 6M | -10.9% | -6.4% | -4.5% | -4.0% |
| YTD | -18.3% | +5.4% | -23.7% | -25.3% |
| 1Y | -29.9% | +4.5% | -34.5% | -35.2% |
| All | -29.9% | +4.9% | -34.8% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling