-44.0%
GRAB vs VLTO
+20.4%
-64.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | -6.9% | +0.8% | -7.7% | -7.1% |
| 30D | +8.7% | +18.7% | -10.0% | +4.4% |
| 3M | -10.2% | +21.7% | -32.0% | -14.4% |
| 6M | -11.0% | +35.8% | -46.8% | -16.5% |
| YTD | -35.1% | +18.3% | -53.3% | -38.6% |
| 1Y | -44.0% | +20.9% | -64.9% | -46.9% |
| All | -44.0% | +20.4% | -64.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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