+452.2%
EXTR vs VT
+224.5%
+227.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -3.9% | +0.4% | -4.3% | -4.6% |
| 30D | -17.1% | +1.0% | -18.1% | -18.4% |
| 3M | -26.7% | +2.4% | -29.1% | -29.1% |
| 6M | +50.3% | +12.0% | +38.3% | +25.1% |
| YTD | +30.3% | +15.3% | +15.0% | +3.1% |
| 1Y | -3.3% | +22.6% | -25.9% | -30.8% |
| 3Y | -20.0% | +74.7% | -94.7% | -67.5% |
| 5Y | +100.4% | +66.1% | +34.2% | -9.3% |
| All | +452.2% | +224.5% | +227.7% | -3.0% |
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