+85.2%
ECHO vs VXX
-98.9%
+184.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +1.3% |
| 7D | +2.3% | +7.2% | -4.9% | +3.9% |
| 30D | +4.4% | -5.8% | +10.2% | +3.1% |
| 3M | -20.3% | -29.0% | +8.7% | -25.6% |
| 6M | -15.3% | -44.0% | +28.6% | -23.9% |
| YTD | -15.5% | -28.7% | +13.2% | -19.1% |
| 1Y | +15.0% | -45.2% | +60.2% | +5.4% |
| 3Y | +409.1% | -77.8% | +487.0% | +345.5% |
| 5Y | +260.6% | -95.6% | +356.3% | +148.4% |
| All | +85.2% | -98.9% | +184.1% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling