+1,353.7%
VRT vs GRAB
-71.2%
+1,424.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | -5.3% | +14.4% | +10.4% |
| 30D | +0.9% | -8.6% | +9.5% | +2.9% |
| 3M | -13.4% | -1.2% | -12.2% | -13.4% |
| 6M | +11.7% | -16.6% | +28.3% | +16.0% |
| YTD | +73.2% | -31.5% | +104.7% | +87.8% |
| 1Y | +123.4% | -32.3% | +155.7% | +142.8% |
| 3Y | +606.2% | -10.7% | +616.9% | +615.3% |
| 5Y | +899.9% | -67.9% | +967.8% | +897.7% |
| All | +1,353.7% | -71.2% | +1,424.9% | +1,339.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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