-5.5%
GRAB vs NXT
+181.9%
-187.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.1% |
| 7D | -6.1% | +2.9% | -8.9% | -6.4% |
| 30D | -11.2% | -17.2% | +6.0% | -9.2% |
| 3M | -2.4% | -32.0% | +29.6% | +1.6% |
| 6M | -18.3% | -15.8% | -2.6% | -18.1% |
| YTD | -34.9% | -1.9% | -33.0% | -36.4% |
| 1Y | -37.4% | +22.5% | -59.9% | -40.8% |
| 3Y | -12.6% | +100.5% | -113.2% | -25.6% |
| All | -5.5% | +181.9% | -187.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 all: compounded portfolio wealth divided by compounded NXT 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…
all analysis · Full analysis span regression · 6 months rolling