-19.5%
GRAB vs VFC
-28.4%
+8.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -12.0% | -3.3% | -8.7% | -11.5% |
| 30D | -19.5% | -14.0% | -5.5% | -17.6% |
| 3M | -8.0% | -22.6% | +14.6% | -4.5% |
| 6M | -22.2% | -24.7% | +2.5% | -19.0% |
| YTD | -39.7% | -29.0% | -10.7% | -36.8% |
| 1Y | -43.2% | -13.8% | -29.4% | -42.3% |
| All | -19.5% | -28.4% | +8.8% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling