-71.2%
GRAB vs VICR
+57.6%
-128.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.8% | -0.6% |
| 7D | -10.8% | +5.0% | -15.8% | -11.6% |
| 30D | -15.5% | -12.5% | -3.0% | -14.0% |
| 3M | -9.0% | -33.6% | +24.6% | -4.5% |
| 6M | -21.6% | +10.7% | -32.3% | -27.6% |
| YTD | -38.9% | +80.6% | -119.5% | -49.4% |
| 1Y | -44.8% | +288.4% | -333.2% | -61.5% |
| 3Y | -18.4% | +213.8% | -232.2% | -44.2% |
| All | -71.2% | +57.6% | -128.8% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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