-1.5%
GRAB vs VLTO
+56.3%
-57.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +7.4% | +1.6% | +5.7% | +6.7% |
| 30D | +5.0% | +22.0% | -16.9% | -2.8% |
| 3M | -8.7% | +21.9% | -30.6% | -15.5% |
| 6M | -9.9% | +36.5% | -46.5% | -20.4% |
| YTD | -32.9% | +19.0% | -51.9% | -37.4% |
| 1Y | -43.2% | +21.0% | -64.2% | -47.6% |
| 3Y | +2.4% | +69.9% | -67.4% | -14.9% |
| All | -1.5% | +56.3% | -57.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling