-44.6%
FLUT vs GRAB
-19.7%
-24.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -3.6% | -12.0% | +8.4% | -0.4% |
| 30D | -0.3% | -19.5% | +19.2% | +5.4% |
| 3M | -12.6% | -8.0% | -4.7% | -10.8% |
| 6M | -8.0% | -22.2% | +14.2% | -2.2% |
| YTD | -54.1% | -39.7% | -14.4% | -48.3% |
| 1Y | -66.1% | -43.2% | -22.9% | -61.3% |
| All | -44.6% | -19.7% | -24.9% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling