+347.0%
ELF vs UPRO
+1,106.4%
-759.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -4.0% | -1.5% |
| 7D | +4.3% | -3.8% | +8.0% | +5.4% |
| 30D | +7.7% | -8.9% | +16.6% | +11.0% |
| 3M | +24.7% | -7.4% | +32.1% | +27.5% |
| 6M | +114.6% | +1.6% | +113.1% | +110.7% |
| YTD | +55.8% | +23.2% | +32.6% | +41.2% |
| 1Y | +51.9% | +21.2% | +30.7% | +38.5% |
| 3Y | +24.6% | +230.8% | -206.2% | -22.3% |
| 5Y | +279.2% | +106.7% | +172.5% | +159.3% |
| 10Y | +338.7% | +1,125.0% | -786.3% | +54.3% |
| All | +347.0% | +1,106.4% | -759.4% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling