+28.6%
ELV vs UPRO
+43.9%
-15.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -0.2% | -5.0% | +4.8% | +0.4% |
| 3M | -6.1% | +7.5% | -13.6% | -7.1% |
| 6M | +42.8% | +33.2% | +9.6% | +34.8% |
| YTD | +14.4% | +27.7% | -13.3% | +8.5% |
| 1Y | +28.6% | +43.0% | -14.4% | +20.2% |
| All | +28.6% | +43.9% | -15.3% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling