+458.8%
EXTR vs VT
+215.5%
+243.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +0.2% | +13.9% | +13.8% |
| 7D | +6.3% | -2.3% | +8.6% | +10.6% |
| 30D | -2.3% | -5.0% | +2.6% | +6.6% |
| 3M | -1.2% | -4.9% | +3.7% | +7.8% |
| 6M | +2.1% | -1.5% | +3.6% | +6.0% |
| YTD | +44.3% | +8.5% | +35.8% | +26.8% |
| 1Y | +37.2% | +11.4% | +25.9% | +15.4% |
| 3Y | +41.4% | +70.1% | -28.6% | -39.5% |
| 5Y | +108.8% | +53.7% | +55.0% | +7.8% |
| All | +458.8% | +215.5% | +243.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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