-69.2%
REFR price history and return analytics
+74.0%
-143.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.3% | -10.8% | -10.9% |
| 7D | -13.5% | +2.4% | -15.9% | -15.1% |
| 30D | -49.2% | -1.5% | -47.7% | -48.5% |
| 3M | -25.6% | -4.1% | -21.5% | -22.8% |
| 6M | -59.5% | +0.6% | -60.0% | -59.3% |
| YTD | -75.6% | +11.0% | -86.6% | -77.2% |
| 1Y | -82.9% | +13.3% | -96.2% | -84.3% |
| 3Y | -69.2% | +73.4% | -142.6% | -73.2% |
| All | -69.2% | +74.0% | -143.2% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling