+975.6%
ELV vs UPRO
+13,044.5%
-12,068.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +1.0% | +7.4% | -6.5% | -1.2% |
| 30D | +0.4% | -7.9% | +8.3% | +2.0% |
| 3M | +8.4% | -12.0% | +20.4% | +11.4% |
| 6M | +8.4% | -2.0% | +10.4% | +7.3% |
| YTD | +24.4% | +20.4% | +4.0% | +15.2% |
| 1Y | +33.5% | +24.5% | +9.0% | +22.4% |
| 3Y | -2.1% | +224.4% | -226.4% | -37.1% |
| 5Y | +5.8% | +97.6% | -91.8% | -27.8% |
| 10Y | +268.9% | +1,097.3% | -828.4% | +18.5% |
| All | +975.6% | +13,044.5% | -12,068.9% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling