+159.8%
ECHO vs UPRO
+1,064.0%
-904.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.1% | +3.3% |
| 7D | +2.2% | -2.9% | +5.1% | +3.1% |
| 30D | +9.8% | -12.4% | +22.3% | +14.6% |
| 3M | +16.8% | -11.9% | +28.7% | +21.7% |
| 6M | -18.1% | -1.7% | -16.4% | -17.6% |
| YTD | -4.2% | +18.5% | -22.7% | -9.6% |
| 1Y | +41.2% | +17.5% | +23.7% | +33.3% |
| 3Y | +943.7% | +218.4% | +725.3% | +611.9% |
| 5Y | +277.5% | +99.1% | +178.4% | +173.7% |
| 10Y | +159.8% | +1,071.1% | -911.3% | -1.5% |
| All | +159.8% | +1,064.0% | -904.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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