-86.5%
REFR vs VOO
+80.3%
-166.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -4.9% | -2.0% | -2.9% | -3.8% |
| 30D | -20.4% | -1.7% | -18.7% | -19.7% |
| 3M | -46.6% | +4.7% | -51.3% | -47.8% |
| 6M | -58.1% | +12.6% | -70.6% | -60.6% |
| YTD | -70.2% | +11.8% | -82.0% | -71.9% |
| 1Y | -69.8% | +17.5% | -87.3% | -72.1% |
| 3Y | -73.1% | +77.0% | -150.1% | -79.2% |
| 5Y | -86.5% | +82.6% | -169.0% | -90.1% |
| All | -86.5% | +80.3% | -166.8% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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