+38.9%
EFX vs UPRO
+1,226.0%
-1,187.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -11.1% | -6.0% | -5.1% | -9.3% |
| 30D | -7.4% | -5.8% | -1.6% | -5.6% |
| 3M | +1.5% | +10.8% | -9.3% | -2.5% |
| 6M | -13.7% | +31.6% | -45.3% | -22.3% |
| YTD | -21.9% | +25.4% | -47.2% | -28.6% |
| 1Y | -30.8% | +39.2% | -70.0% | -39.3% |
| 3Y | -12.4% | +218.5% | -230.9% | -44.0% |
| 5Y | -35.9% | +137.1% | -173.0% | -57.8% |
| All | +38.9% | +1,226.0% | -1,187.1% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling