+192.5%
ECHO vs UVXY
-100.0%
+292.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.5% |
| 7D | +3.7% | +2.8% | +0.9% | +4.2% |
| 30D | +0.7% | -11.4% | +12.1% | -0.8% |
| 3M | -27.3% | -41.5% | +14.2% | -31.7% |
| 6M | -17.0% | -61.0% | +44.1% | -24.8% |
| YTD | -14.3% | -49.8% | +35.5% | -18.5% |
| 1Y | +20.9% | -66.4% | +87.3% | +11.0% |
| 3Y | +423.0% | -94.8% | +517.7% | +355.5% |
| 5Y | +265.7% | -99.7% | +365.4% | +158.9% |
| All | +192.5% | -100.0% | +292.5% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling