+654.5%
VST vs VWO
+27.5%
+627.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +5.1% |
| 7D | -0.5% | +1.6% | -2.1% | -2.0% |
| 30D | -17.1% | -5.3% | -11.8% | -12.6% |
| 3M | -4.6% | -6.2% | +1.6% | +1.6% |
| 6M | -9.1% | -6.2% | -2.9% | -3.2% |
| YTD | -16.6% | +5.6% | -22.3% | -19.9% |
| 1Y | -29.5% | +6.2% | -35.6% | -32.6% |
| 3Y | +297.5% | +57.5% | +240.0% | +191.4% |
| 5Y | +654.5% | +28.0% | +626.5% | +503.4% |
| All | +654.5% | +27.5% | +627.0% | +503.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling