-68.5%
REFR price history and return analytics
+23.4%
-91.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.6% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | -12.8% | +0.8% | -13.6% | -13.4% |
| 3M | -46.1% | +2.8% | -48.8% | -47.5% |
| 6M | -59.4% | +13.0% | -72.4% | -63.7% |
| YTD | -68.7% | +15.4% | -84.1% | -73.4% |
| All | -68.5% | +23.4% | -91.8% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling