+114.0%
VTI vs GRAB
-74.7%
+188.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.0% | -12.0% | +10.0% | -0.8% |
| 30D | -1.9% | -19.5% | +17.6% | +0.1% |
| 3M | +4.5% | -8.0% | +12.5% | +5.2% |
| 6M | +12.6% | -22.2% | +34.8% | +15.1% |
| YTD | +12.0% | -39.7% | +51.7% | +17.2% |
| 1Y | +17.3% | -43.2% | +60.5% | +23.2% |
| 3Y | +75.3% | -19.1% | +94.4% | +76.4% |
| 5Y | +74.0% | -72.0% | +146.0% | +74.3% |
| All | +114.0% | -74.7% | +188.7% | +117.4% |
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