-41.9%
GRAB vs FN
-25.7%
-16.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.0% | +13.7% | +8.2% |
| 7D | +22.2% | -7.0% | +29.2% | +22.5% |
| 30D | +6.0% | -24.7% | +30.7% | +7.9% |
| 3M | -9.7% | -35.7% | +26.0% | -7.2% |
| 6M | -7.2% | -52.4% | +45.2% | -2.3% |
| YTD | -32.7% | -25.0% | -7.7% | -36.6% |
| 1Y | -41.9% | -25.7% | -16.3% | -46.4% |
| All | -41.9% | -25.7% | -16.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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