+16.4%
ELV vs UPRO
+136.1%
-119.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -0.3% | +1.5% | -1.7% | -0.5% |
| 30D | +2.0% | -3.7% | +5.7% | +2.5% |
| 3M | -3.5% | +8.0% | -11.5% | -4.8% |
| 6M | +40.2% | +38.7% | +1.5% | +32.7% |
| YTD | +15.8% | +29.5% | -13.7% | +10.6% |
| 1Y | +33.2% | +46.1% | -12.9% | +24.6% |
| 3Y | -6.2% | +229.1% | -235.3% | -26.5% |
| 5Y | +16.4% | +136.0% | -119.6% | -7.6% |
| All | +16.4% | +136.1% | -119.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling