-71.2%
GRAB vs VTRS
+47.1%
-118.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -10.8% | -2.2% | -8.6% | -10.1% |
| 30D | -15.5% | +3.3% | -18.8% | -16.4% |
| 3M | -9.0% | +2.0% | -10.9% | -9.9% |
| 6M | -21.6% | +19.9% | -41.5% | -26.9% |
| YTD | -38.9% | +35.7% | -74.6% | -45.7% |
| 1Y | -44.8% | +68.1% | -112.9% | -54.9% |
| 3Y | -18.4% | +87.1% | -105.5% | -40.4% |
| All | -71.2% | +47.1% | -118.3% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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