-71.2%
GRAB vs FTV
-2.3%
-68.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -10.8% | -4.0% | -6.9% | -8.5% |
| 30D | -15.5% | -11.0% | -4.5% | -9.3% |
| 3M | -9.0% | -8.4% | -0.6% | -4.3% |
| 6M | -21.6% | -2.6% | -19.0% | -21.1% |
| YTD | -38.9% | -0.6% | -38.3% | -40.1% |
| 1Y | -44.8% | +11.0% | -55.8% | -50.2% |
| 3Y | -18.4% | -6.3% | -12.1% | -18.9% |
| All | -71.2% | -2.3% | -68.9% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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