-74.3%
GRAB vs VTEB
+3.1%
-77.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.0% |
| 7D | -10.8% | -0.9% | -9.9% | -10.0% |
| 30D | -15.5% | -2.5% | -13.0% | -13.5% |
| 3M | -9.0% | -3.0% | -6.0% | -6.3% |
| 6M | -21.6% | -2.1% | -19.5% | -19.8% |
| YTD | -38.9% | -1.5% | -37.4% | -37.7% |
| 1Y | -44.8% | +0.2% | -45.0% | -44.4% |
| 3Y | -18.4% | +8.6% | -27.0% | -24.0% |
| 5Y | -71.6% | +1.2% | -72.8% | -70.6% |
| All | -74.3% | +3.1% | -77.4% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 all: compounded portfolio wealth divided by compounded VTEB 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…
all analysis · Full analysis span regression · 6 months rolling