-6.2%
ELV vs UPRO
+230.2%
-236.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -0.3% | +1.5% | -1.7% | -0.4% |
| 30D | +2.0% | -3.7% | +5.7% | +2.3% |
| 3M | -3.5% | +8.0% | -11.5% | -4.3% |
| 6M | +40.2% | +38.7% | +1.5% | +35.2% |
| YTD | +15.8% | +29.5% | -13.7% | +12.3% |
| 1Y | +33.2% | +46.1% | -12.9% | +27.7% |
| 3Y | -6.2% | +229.1% | -235.3% | -20.2% |
| All | -6.2% | +230.2% | -236.4% | -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 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