+302.3%
ECHO vs GRAB
-72.7%
+375.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.0% | +9.0% | +4.6% |
| 7D | +8.6% | -6.1% | +14.6% | +9.3% |
| 30D | +3.8% | -11.2% | +15.0% | +5.0% |
| 3M | -19.9% | -2.4% | -17.5% | -19.8% |
| 6M | -12.1% | -18.3% | +6.3% | -10.3% |
| YTD | -14.1% | -34.9% | +20.8% | -10.2% |
| 1Y | +15.9% | -37.4% | +53.2% | +21.2% |
| 3Y | +417.8% | -12.6% | +430.5% | +421.4% |
| 5Y | +259.3% | -69.7% | +329.0% | +267.6% |
| All | +302.3% | -72.7% | +375.0% | +325.3% |
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