-72.7%
GRAB vs VFC
-81.3%
+8.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.5% |
| 7D | -6.1% | +0.8% | -6.9% | -6.2% |
| 30D | -11.2% | -11.9% | +0.7% | -8.5% |
| 3M | -2.4% | -20.2% | +17.8% | +2.2% |
| 6M | -18.3% | -23.0% | +4.6% | -14.0% |
| YTD | -34.9% | -26.2% | -8.7% | -30.9% |
| 1Y | -37.4% | -13.3% | -24.0% | -36.7% |
| 3Y | -12.6% | -25.5% | +12.8% | -17.7% |
| 5Y | -69.7% | -78.1% | +8.4% | -55.3% |
| All | -72.7% | -81.3% | +8.7% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling