+87.8%
ECHO vs VXX
-99.0%
+186.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.5% |
| 7D | +3.7% | +2.0% | +1.7% | +4.2% |
| 30D | +0.7% | -7.1% | +7.8% | -0.8% |
| 3M | -27.3% | -28.6% | +1.3% | -32.1% |
| 6M | -17.0% | -44.0% | +27.0% | -25.4% |
| YTD | -14.3% | -31.7% | +17.4% | -18.7% |
| 1Y | +20.9% | -46.3% | +67.2% | +10.4% |
| 3Y | +423.0% | -78.3% | +501.2% | +355.5% |
| 5Y | +265.7% | -95.8% | +361.5% | +149.6% |
| All | +87.8% | -99.0% | +186.8% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling