+697.0%
VST vs GRAB
-72.8%
+769.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | -5.0% | +11.6% | +7.1% |
| 30D | -12.4% | +11.3% | -23.7% | -13.5% |
| 3M | -9.0% | -12.4% | +3.4% | -8.2% |
| 6M | -6.4% | -10.7% | +4.3% | -5.9% |
| YTD | -17.2% | -35.1% | +17.9% | -14.3% |
| 1Y | -22.0% | -41.5% | +19.5% | -18.6% |
| 3Y | +296.7% | -2.7% | +299.4% | +302.7% |
| 5Y | +637.6% | -80.2% | +717.8% | +613.2% |
| All | +697.0% | -72.8% | +769.7% | +730.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling