-86.6%
REFR price history and return analytics
+63.7%
-150.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -6.1% | -2.0% | -4.1% | -4.9% |
| 30D | -21.4% | -1.4% | -20.0% | -20.7% |
| 3M | -47.3% | +4.7% | -52.0% | -48.6% |
| 6M | -58.6% | +11.4% | -70.0% | -61.2% |
| YTD | -70.6% | +13.1% | -83.7% | -72.7% |
| 1Y | -70.2% | +19.0% | -89.2% | -73.0% |
| 3Y | -73.4% | +73.9% | -147.4% | -80.2% |
| 5Y | -86.6% | +65.4% | -152.0% | -89.8% |
| All | -86.6% | +63.7% | -150.3% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling