-35.2%
EFX vs UPRO
+136.1%
-171.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | -7.8% | +1.5% | -9.3% | -8.3% |
| 30D | -5.7% | -3.7% | -2.0% | -4.4% |
| 3M | +2.5% | +8.0% | -5.5% | -1.2% |
| 6M | -16.7% | +38.7% | -55.3% | -27.8% |
| YTD | -20.2% | +29.5% | -49.7% | -29.1% |
| 1Y | -31.4% | +46.1% | -77.5% | -42.3% |
| 3Y | -10.5% | +229.1% | -239.6% | -49.1% |
| 5Y | -35.2% | +136.0% | -171.2% | -61.1% |
| All | -35.2% | +136.1% | -171.4% | -61.1% |
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