+301.1%
ECHO vs GRAB
-74.3%
+375.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +3.7% | -10.8% | +14.5% | +5.0% |
| 30D | +0.7% | -15.5% | +16.2% | +2.5% |
| 3M | -27.3% | -9.0% | -18.4% | -26.7% |
| 6M | -17.0% | -21.6% | +4.6% | -14.9% |
| YTD | -14.3% | -38.9% | +24.6% | -9.8% |
| 1Y | +20.9% | -44.8% | +65.7% | +28.2% |
| 3Y | +423.0% | -18.4% | +441.4% | +430.4% |
| 5Y | +265.7% | -71.6% | +337.3% | +276.8% |
| All | +301.1% | -74.3% | +375.5% | +327.0% |
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