-74.3%
GRAB vs VTR
+124.9%
-199.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -10.8% | -0.3% | -10.5% | -10.8% |
| 30D | -15.5% | +1.1% | -16.6% | -15.7% |
| 3M | -9.0% | +7.9% | -16.9% | -10.8% |
| 6M | -21.6% | +6.2% | -27.8% | -23.0% |
| YTD | -38.9% | +17.7% | -56.6% | -41.5% |
| 1Y | -44.8% | +32.9% | -77.7% | -48.8% |
| 3Y | -18.4% | +129.7% | -148.1% | -34.6% |
| 5Y | -71.6% | +89.3% | -160.9% | -77.1% |
| All | -74.3% | +124.9% | -199.2% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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