-74.4%
GRAB vs VT
+99.4%
-173.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -5.6% |
| 7D | -13.9% | -0.1% | -13.7% | -13.7% |
| 30D | -17.2% | -0.7% | -16.5% | -16.4% |
| 3M | -7.9% | +4.0% | -11.9% | -12.7% |
| 6M | -23.2% | +12.3% | -35.5% | -34.5% |
| YTD | -39.1% | +14.0% | -53.1% | -49.2% |
| 1Y | -42.5% | +20.3% | -62.8% | -55.2% |
| 3Y | -18.3% | +75.4% | -93.7% | -62.3% |
| 5Y | -71.7% | +66.0% | -137.7% | -85.8% |
| All | -74.4% | +99.4% | -173.8% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling