+488.3%
EXTR vs VT
+222.7%
+265.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.9% |
| 7D | +29.1% | +2.9% | +26.2% | +23.5% |
| 30D | +15.7% | -2.5% | +18.2% | +21.3% |
| 3M | +11.3% | -3.3% | +14.6% | +18.5% |
| 6M | +19.3% | +1.5% | +17.7% | +17.9% |
| YTD | +63.2% | +11.4% | +51.9% | +37.6% |
| 1Y | +48.8% | +11.9% | +36.9% | +24.3% |
| 3Y | +63.8% | +73.9% | -10.0% | -32.4% |
| 5Y | +130.9% | +57.9% | +73.0% | +14.1% |
| All | +488.3% | +222.7% | +265.6% | -8.4% |
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