+594.7%
EXTR vs VT
+345.0%
+249.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.8% | -2.3% |
| 7D | -10.8% | -4.2% | -6.6% | -5.2% |
| 30D | -14.2% | -5.8% | -8.4% | -6.6% |
| 3M | -19.6% | -5.2% | -14.4% | -13.1% |
| 6M | -11.2% | +0.1% | -11.3% | -10.4% |
| YTD | +26.4% | +8.2% | +18.2% | +14.3% |
| 1Y | +19.3% | +10.1% | +9.1% | +5.3% |
| 3Y | +25.3% | +69.7% | -44.4% | -36.5% |
| 5Y | +82.9% | +53.4% | +29.5% | +8.0% |
| 10Y | +388.4% | +219.2% | +169.2% | +29.5% |
| All | +594.7% | +345.0% | +249.7% | +15.1% |
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