+415.7%
ECHO vs UVXY
-94.4%
+510.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +1.5% |
| 7D | +2.3% | +11.0% | -8.7% | +4.1% |
| 30D | +4.4% | -8.8% | +13.2% | +3.0% |
| 3M | -20.3% | -41.9% | +21.6% | -26.5% |
| 6M | -15.3% | -61.2% | +45.8% | -25.5% |
| YTD | -15.5% | -46.2% | +30.7% | -20.0% |
| 1Y | +15.0% | -65.2% | +80.2% | +3.4% |
| All | +415.7% | -94.4% | +510.2% | +352.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling