+495.3%
EXTR vs VT
+217.6%
+277.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +11.7% | -0.1% | +11.8% | +12.3% |
| 30D | +5.3% | -3.1% | +8.4% | +11.4% |
| 3M | +8.2% | -3.5% | +11.7% | +15.5% |
| 6M | +6.0% | +0.5% | +5.5% | +6.6% |
| YTD | +53.0% | +10.8% | +42.3% | +30.0% |
| 1Y | +42.3% | +11.9% | +30.4% | +18.9% |
| 3Y | +53.6% | +73.0% | -19.4% | -36.1% |
| 5Y | +128.3% | +58.6% | +69.7% | +11.9% |
| 10Y | +495.3% | +219.2% | +276.1% | +5.4% |
| All | +495.3% | +217.6% | +277.7% | +5.4% |
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