-94.5%
REFR vs VT
+357.8%
-452.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.2% |
| 7D | -2.7% | +2.9% | -5.6% | -4.4% |
| 30D | -39.0% | -2.5% | -36.5% | -37.9% |
| 3M | -25.0% | -3.3% | -21.7% | -23.1% |
| 6M | -53.8% | +1.5% | -55.4% | -54.0% |
| YTD | -72.5% | +11.4% | -83.9% | -74.2% |
| 1Y | -80.0% | +11.9% | -91.9% | -81.3% |
| 3Y | -65.7% | +73.9% | -139.6% | -75.6% |
| 5Y | -84.9% | +57.9% | -142.8% | -88.7% |
| 10Y | -82.4% | +222.6% | -305.0% | -91.4% |
| All | -94.5% | +357.8% | -452.3% | -97.3% |
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