+53.4%
EFA vs UPRO
+133.2%
-79.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -1.3% | -5.0% | +3.7% | 0.0% |
| 3M | +5.2% | +7.5% | -2.3% | +2.9% |
| 6M | +9.4% | +33.2% | -23.9% | +0.8% |
| YTD | +12.7% | +27.7% | -15.0% | +4.9% |
| 1Y | +19.3% | +43.0% | -23.8% | +7.4% |
| 3Y | +66.3% | +224.4% | -158.1% | +15.4% |
| 5Y | +53.4% | +135.9% | -82.5% | +7.7% |
| All | +53.4% | +133.2% | -79.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 5y: compounded portfolio wealth divided by compounded UPRO 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…
5y analysis · Full analysis span regression · 6 months rolling