+34.2%
ECHO vs UEC
-46.3%
+80.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.1% |
| 7D | +4.6% | -13.8% | +18.4% | +8.2% |
| 30D | +0.4% | -23.1% | +23.5% | +6.4% |
| 3M | +7.7% | -31.5% | +39.2% | +16.0% |
| 6M | -18.0% | -51.5% | +33.4% | -6.7% |
| YTD | -9.3% | -38.4% | +29.2% | +4.3% |
| 1Y | +34.2% | -44.7% | +78.9% | +51.0% |
| All | +34.2% | -46.3% | +80.6% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling