+271.8%
ELV vs UPRO
+1,226.0%
-954.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.9% |
| 7D | +0.9% | -6.0% | +6.9% | +2.5% |
| 30D | +7.2% | -5.8% | +12.9% | +8.8% |
| 3M | +3.4% | +10.8% | -7.4% | 0.0% |
| 6M | +48.6% | +31.6% | +17.0% | +36.3% |
| YTD | +20.6% | +25.4% | -4.8% | +11.7% |
| 1Y | +38.5% | +39.2% | -0.8% | +24.1% |
| 3Y | -2.4% | +218.5% | -220.9% | -36.1% |
| 5Y | +25.3% | +137.1% | -111.7% | -17.9% |
| All | +271.8% | +1,226.0% | -954.2% | +3.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling