+20.0%
ELF vs UPRO
+226.4%
-206.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.2% | -0.8% |
| 7D | +7.8% | -0.9% | +8.7% | +7.6% |
| 30D | +9.3% | -11.4% | +20.7% | +15.4% |
| 3M | +21.2% | -10.9% | +32.1% | +27.3% |
| 6M | +96.1% | -0.5% | +96.7% | +92.5% |
| YTD | +57.0% | +19.9% | +37.1% | +37.7% |
| 1Y | +61.9% | +24.2% | +37.7% | +39.1% |
| 3Y | +20.0% | +236.9% | -216.9% | -38.4% |
| All | +20.0% | +226.4% | -206.4% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling