-13.2%
EXTR vs VOO
+77.4%
-90.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +3.5% |
| 7D | +2.3% | -0.8% | +3.1% | +3.6% |
| 30D | -9.1% | -1.1% | -8.0% | -7.5% |
| 3M | -28.5% | +3.9% | -32.4% | -32.3% |
| 6M | +52.4% | +13.6% | +38.7% | +27.0% |
| YTD | +33.3% | +12.7% | +20.6% | +12.5% |
| 1Y | -2.8% | +17.6% | -20.4% | -23.1% |
| 3Y | -13.2% | +77.3% | -90.6% | -55.7% |
| All | -13.2% | +77.4% | -90.7% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling