-74.7%
GRAB vs VTR
+126.0%
-200.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -12.0% | -1.8% | -10.2% | -11.7% |
| 30D | -19.5% | +4.0% | -23.5% | -20.2% |
| 3M | -8.0% | +7.8% | -15.8% | -9.8% |
| 6M | -22.2% | +6.4% | -28.6% | -23.7% |
| YTD | -39.7% | +18.3% | -58.0% | -42.3% |
| 1Y | -43.2% | +33.9% | -77.2% | -47.4% |
| 3Y | -19.1% | +134.3% | -153.4% | -35.4% |
| 5Y | -72.0% | +90.3% | -162.3% | -77.4% |
| All | -74.7% | +126.0% | -200.7% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling