+15.0%
ECHO vs UEC
-8.9%
+23.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +1.5% |
| 7D | +2.3% | -4.3% | +6.6% | +3.1% |
| 30D | +4.4% | -3.8% | +8.2% | +4.7% |
| 3M | -20.3% | +17.0% | -37.3% | -23.1% |
| 6M | -15.3% | -23.9% | +8.5% | -13.6% |
| YTD | -15.5% | -5.7% | -9.9% | -12.5% |
| 1Y | +15.0% | -12.5% | +27.5% | +19.0% |
| All | +15.0% | -8.9% | +23.8% | +19.0% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling