-44.8%
GRAB vs VFC
-10.6%
-34.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +0.5% |
| 7D | -10.8% | -1.4% | -9.4% | -10.6% |
| 30D | -15.5% | -9.0% | -6.5% | -14.0% |
| 3M | -9.0% | -24.2% | +15.2% | -4.7% |
| 6M | -21.6% | -18.5% | -3.1% | -18.5% |
| YTD | -38.9% | -25.9% | -13.0% | -35.4% |
| 1Y | -44.8% | -13.0% | -31.9% | -42.4% |
| All | -44.8% | -10.6% | -34.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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