-71.2%
GRAB vs VFC
-78.2%
+7.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +0.3% |
| 7D | -10.8% | -1.4% | -9.4% | -10.5% |
| 30D | -15.5% | -9.0% | -6.5% | -13.6% |
| 3M | -9.0% | -24.2% | +15.2% | -3.4% |
| 6M | -21.6% | -18.5% | -3.1% | -18.4% |
| YTD | -38.9% | -25.9% | -13.0% | -35.2% |
| 1Y | -44.8% | -13.0% | -31.9% | -44.3% |
| 3Y | -18.4% | -20.3% | +1.9% | -25.5% |
| All | -71.2% | -78.2% | +7.0% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling