-93.7%
REFR vs VT
+374.2%
-467.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.9% | +0.4% | -11.3% | -11.1% |
| 30D | -12.8% | +1.0% | -13.7% | -13.3% |
| 3M | -45.3% | +2.4% | -47.7% | -46.1% |
| 6M | -59.4% | +12.0% | -71.4% | -62.2% |
| YTD | -68.7% | +15.3% | -84.0% | -71.4% |
| 1Y | -68.5% | +22.6% | -91.0% | -72.2% |
| 3Y | -72.7% | +74.7% | -147.3% | -80.7% |
| 5Y | -81.8% | +66.1% | -147.9% | -86.9% |
| 10Y | -86.4% | +225.0% | -311.4% | -93.4% |
| All | -93.7% | +374.2% | -467.9% | -97.0% |
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