+286.6%
ELF vs UPRO
+1,102.3%
-815.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.8% |
| 7D | +3.4% | +9.7% | -6.3% | -0.3% |
| 30D | +5.0% | -9.8% | +14.7% | +8.6% |
| 3M | +22.6% | -9.1% | +31.7% | +26.3% |
| 6M | +104.0% | +0.9% | +103.1% | +100.8% |
| YTD | +49.3% | +21.9% | +27.4% | +35.9% |
| 1Y | +46.0% | +19.8% | +26.3% | +33.7% |
| 3Y | +19.4% | +227.4% | -208.0% | -25.3% |
| 5Y | +262.0% | +100.1% | +161.9% | +150.2% |
| All | +286.6% | +1,102.3% | -815.7% | +29.9% |
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