+34.2%
ECHO vs UVXY
-70.8%
+105.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.1% | +10.9% | -5.9% |
| 7D | +4.6% | -6.3% | +10.9% | +3.8% |
| 30D | +0.4% | -2.7% | +3.1% | +1.0% |
| 3M | +7.7% | -29.9% | +37.6% | +2.4% |
| 6M | -18.0% | -56.5% | +38.4% | -27.3% |
| YTD | -9.3% | -54.8% | +45.5% | -15.6% |
| 1Y | +34.2% | -70.5% | +104.7% | +17.9% |
| All | +34.2% | -70.8% | +105.0% | +17.9% |
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