+1,216.9%
VST vs VWO
+113.3%
+1,103.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.0% |
| 7D | +8.9% | +1.1% | +7.8% | +8.1% |
| 30D | +6.2% | +2.4% | +3.8% | +4.4% |
| 3M | -2.7% | +2.0% | -4.7% | -4.1% |
| 6M | -8.4% | +10.7% | -19.0% | -15.0% |
| YTD | -7.2% | +14.4% | -21.6% | -15.7% |
| 1Y | -20.9% | +22.7% | -43.6% | -31.5% |
| 3Y | +384.0% | +64.2% | +319.8% | +249.5% |
| 5Y | +757.1% | +35.8% | +721.3% | +590.1% |
| All | +1,216.9% | +113.3% | +1,103.5% | +703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling