+33.6%
ECHO vs UVXY
-70.9%
+104.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +0.1% |
| 7D | +3.4% | -5.0% | +8.4% | +2.5% |
| 30D | +2.4% | -20.5% | +22.9% | -1.7% |
| 3M | -28.0% | -36.6% | +8.6% | -32.8% |
| 6M | -21.2% | -56.9% | +35.7% | -29.4% |
| YTD | -17.4% | -51.2% | +33.8% | -23.2% |
| 1Y | +33.6% | -69.8% | +103.4% | +14.8% |
| All | +33.6% | -70.9% | +104.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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