-44.7%
FLUT vs GRAB
-74.3%
+29.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +0.4% | -10.8% | +11.3% | +2.2% |
| 30D | +2.5% | -15.5% | +18.0% | +5.2% |
| 3M | -9.2% | -9.0% | -0.3% | -8.0% |
| 6M | -8.2% | -21.6% | +13.4% | -5.0% |
| YTD | -53.2% | -38.9% | -14.4% | -49.8% |
| 1Y | -65.6% | -44.8% | -20.7% | -62.6% |
| 3Y | -43.6% | -18.4% | -25.1% | -42.8% |
| 5Y | -50.3% | -71.6% | +21.3% | -48.5% |
| All | -44.7% | -74.3% | +29.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling