+4.7%
REFI vs VT
+56.3%
-51.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -0.5% | -2.3% | +1.9% | +0.6% |
| 30D | -8.4% | -5.0% | -3.5% | -6.3% |
| 3M | -8.8% | -4.9% | -3.9% | -6.7% |
| 6M | -21.5% | -1.5% | -20.0% | -21.2% |
| YTD | -18.3% | +8.5% | -26.8% | -21.6% |
| 1Y | -17.4% | +11.4% | -28.8% | -21.7% |
| 3Y | -5.9% | +70.1% | -75.9% | -25.7% |
| All | +4.7% | +56.3% | -51.7% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling