+495.3%
EXTR vs VT
+223.7%
+271.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +2.2% |
| 7D | +14.8% | +0.4% | +14.5% | +14.5% |
| 30D | +5.8% | -2.6% | +8.4% | +11.1% |
| 3M | +6.8% | -3.2% | +10.0% | +13.5% |
| 6M | +6.5% | +0.9% | +5.5% | +6.3% |
| YTD | +53.8% | +11.3% | +42.4% | +29.6% |
| 1Y | +47.0% | +14.0% | +33.0% | +19.1% |
| 3Y | +58.9% | +75.8% | -16.9% | -35.6% |
| 5Y | +125.0% | +57.8% | +67.1% | +11.3% |
| 10Y | +495.3% | +219.8% | +275.5% | +4.4% |
| All | +495.3% | +223.7% | +271.7% | +4.4% |
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