+255.8%
ELV vs UPRO
+1,087.5%
-831.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +1.0% | +7.4% | -6.5% | -1.0% |
| 30D | +0.4% | -7.9% | +8.3% | +2.0% |
| 3M | +8.4% | -12.0% | +20.4% | +11.2% |
| 6M | +8.4% | -2.0% | +10.4% | +7.4% |
| YTD | +24.4% | +20.4% | +4.0% | +15.7% |
| 1Y | +33.5% | +24.5% | +9.0% | +22.9% |
| 3Y | -2.1% | +224.4% | -226.4% | -36.3% |
| 5Y | +5.8% | +97.6% | -91.8% | -26.4% |
| All | +255.8% | +1,087.5% | -831.7% | +13.6% |
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