-79.9%
REFR vs VT
+223.7%
-303.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.6% | +5.5% | +6.2% |
| 7D | +11.1% | +0.4% | +10.7% | +11.0% |
| 30D | -32.2% | -2.6% | -29.6% | -30.7% |
| 3M | -18.4% | -3.2% | -15.1% | -16.0% |
| 6M | -46.7% | +0.9% | -47.6% | -46.7% |
| YTD | -69.5% | +11.3% | -80.8% | -71.6% |
| 1Y | -74.7% | +14.0% | -88.7% | -76.9% |
| 3Y | -62.3% | +75.8% | -138.1% | -74.7% |
| 5Y | -82.8% | +57.8% | -140.6% | -87.6% |
| 10Y | -79.9% | +219.8% | -299.7% | -93.4% |
| All | -79.9% | +223.7% | -303.6% | -93.4% |
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