-11.0%
GRAB vs VLTO
+36.0%
-47.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +3.8% |
| 3M | -10.2% | +21.7% | -32.0% | -15.1% |
| 6M | -11.0% | +35.8% | -46.8% | -16.1% |
| All | -11.0% | +36.0% | -47.0% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling