+33.6%
ECHO vs VXX
-51.1%
+84.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.2% |
| 7D | +3.4% | -3.5% | +6.9% | +2.4% |
| 30D | +2.4% | -13.6% | +16.0% | -1.7% |
| 3M | -28.0% | -24.6% | -3.4% | -32.8% |
| 6M | -21.2% | -39.9% | +18.6% | -29.5% |
| YTD | -17.4% | -33.1% | +15.7% | -23.1% |
| 1Y | +33.6% | -49.9% | +83.5% | +15.5% |
| All | +33.6% | -51.1% | +84.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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