-82.8%
REFR vs VT
+224.4%
-307.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -6.3% |
| 7D | -7.9% | -0.7% | -7.2% | -7.4% |
| 30D | -38.6% | -1.7% | -36.8% | -37.7% |
| 3M | -28.6% | -2.3% | -26.3% | -27.0% |
| 6M | -53.9% | +1.5% | -55.5% | -54.2% |
| YTD | -73.3% | +12.0% | -85.3% | -75.3% |
| 1Y | -79.9% | +12.9% | -92.8% | -81.5% |
| 3Y | -66.7% | +74.9% | -141.6% | -77.6% |
| 5Y | -85.1% | +59.9% | -145.0% | -89.4% |
| 10Y | -82.8% | +224.6% | -307.5% | -94.8% |
| All | -82.8% | +224.4% | -307.2% | -94.8% |
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