+101.3%
VT vs GRAB
-71.2%
+172.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -5.3% | +5.7% | +0.9% |
| 30D | +1.0% | -8.6% | +9.5% | +1.8% |
| 3M | +2.4% | -1.2% | +3.5% | +2.4% |
| 6M | +12.0% | -16.6% | +28.6% | +13.6% |
| YTD | +15.3% | -31.5% | +46.8% | +19.0% |
| 1Y | +22.6% | -32.3% | +54.9% | +26.4% |
| 3Y | +74.7% | -10.7% | +85.4% | +73.8% |
| 5Y | +66.1% | -67.9% | +134.0% | +64.0% |
| All | +101.3% | -71.2% | +172.5% | +102.4% |
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