+260.6%
ECHO vs GRAB
-72.0%
+332.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +2.3% | -12.0% | +14.3% | +3.9% |
| 30D | +4.4% | -19.5% | +23.9% | +7.2% |
| 3M | -20.3% | -8.0% | -12.3% | -19.6% |
| 6M | -15.3% | -22.2% | +6.9% | -12.9% |
| YTD | -15.5% | -39.7% | +24.2% | -10.3% |
| 1Y | +15.0% | -43.2% | +58.2% | +22.4% |
| 3Y | +409.1% | -19.1% | +428.2% | +417.5% |
| 5Y | +260.6% | -72.0% | +332.6% | +288.4% |
| All | +260.6% | -72.0% | +332.6% | +288.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling