+402.6%
ECHO vs UVXY
-100.0%
+502.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.0% |
| 7D | +5.3% | +2.3% | +3.1% | +5.6% |
| 30D | +2.4% | -15.0% | +17.5% | +0.6% |
| 3M | -21.8% | -39.8% | +18.0% | -25.7% |
| 6M | -16.9% | -60.0% | +43.1% | -23.6% |
| YTD | -16.0% | -48.8% | +32.9% | -19.4% |
| 1Y | +9.3% | -67.3% | +76.6% | +1.1% |
| 3Y | +406.2% | -94.8% | +501.0% | +348.9% |
| 5Y | +251.0% | -99.7% | +350.6% | +161.5% |
| 10Y | +191.3% | -100.0% | +291.3% | +60.5% |
| All | +402.6% | -100.0% | +502.6% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling