+40.9%
ECHO vs UEC
-46.0%
+87.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -2.5% |
| 7D | +9.1% | +4.9% | +4.2% | +7.7% |
| 30D | +7.2% | -17.5% | +24.7% | +11.9% |
| 3M | +6.1% | -40.1% | +46.2% | +18.0% |
| 6M | -24.2% | -56.1% | +32.0% | -11.5% |
| YTD | -9.7% | -41.8% | +32.1% | +6.7% |
| 1Y | +40.9% | -44.8% | +85.7% | +67.4% |
| All | +40.9% | -46.0% | +87.0% | +67.4% |
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