-29.4%
EFX vs UPRO
+96.6%
-126.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.3% |
| 7D | +0.3% | -2.9% | +3.1% | +0.7% |
| 30D | +29.1% | -12.4% | +41.5% | +34.1% |
| 3M | +4.3% | -11.9% | +16.1% | +7.9% |
| 6M | +7.7% | -1.7% | +9.4% | +5.8% |
| YTD | -12.5% | +18.5% | -31.0% | -20.6% |
| 1Y | -8.8% | +17.5% | -26.3% | -17.3% |
| 3Y | +4.3% | +218.4% | -214.0% | -40.5% |
| 5Y | -29.4% | +99.1% | -128.5% | -55.0% |
| All | -29.4% | +96.6% | -126.0% | -55.0% |
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