-71.6%
GRAB vs VO
+41.0%
-112.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.1% |
| 7D | -12.0% | -2.5% | -9.5% | -9.2% |
| 30D | -19.5% | -3.2% | -16.3% | -16.2% |
| 3M | -8.0% | +3.9% | -11.9% | -12.0% |
| 6M | -22.2% | +9.6% | -31.9% | -30.2% |
| YTD | -39.7% | +11.6% | -51.3% | -47.1% |
| 1Y | -43.2% | +12.6% | -55.8% | -50.6% |
| 3Y | -19.1% | +55.4% | -74.5% | -53.1% |
| All | -71.6% | +41.0% | -112.6% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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