+616.2%
EXTR vs VT
+374.2%
+242.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -3.9% | +0.4% | -4.3% | -4.5% |
| 30D | -17.1% | +1.0% | -18.1% | -18.2% |
| 3M | -26.7% | +2.4% | -29.1% | -28.6% |
| 6M | +50.3% | +12.0% | +38.3% | +29.2% |
| YTD | +30.3% | +15.3% | +15.0% | +7.5% |
| 1Y | -3.3% | +22.6% | -25.9% | -26.5% |
| 3Y | -20.0% | +74.7% | -94.7% | -61.4% |
| 5Y | +100.4% | +66.1% | +34.2% | +5.9% |
| 10Y | +457.8% | +225.0% | +232.8% | +42.7% |
| All | +616.2% | +374.2% | +242.0% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling