+140.3%
ECHO vs UEC
+631.2%
-490.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -3.1% |
| 7D | +9.1% | +4.9% | +4.2% | +8.3% |
| 30D | +7.2% | -17.5% | +24.7% | +10.1% |
| 3M | +6.1% | -40.1% | +46.2% | +13.6% |
| 6M | -24.2% | -56.1% | +32.0% | -16.0% |
| YTD | -9.7% | -41.8% | +32.1% | -4.3% |
| 1Y | +40.9% | -44.8% | +85.7% | +49.5% |
| 3Y | +883.3% | +20.6% | +862.7% | +797.1% |
| 5Y | +224.2% | +24.3% | +199.9% | +177.7% |
| All | +140.3% | +631.2% | -490.9% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling