+975.0%
ELV vs UPRO
+13,348.2%
-12,373.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.1% |
| 7D | -1.1% | -3.8% | +2.7% | -0.5% |
| 30D | +1.8% | -8.9% | +10.6% | +3.7% |
| 3M | +10.5% | -7.4% | +17.9% | +12.0% |
| 6M | +13.5% | +1.6% | +11.9% | +11.2% |
| YTD | +24.3% | +23.2% | +1.1% | +14.5% |
| 1Y | +38.9% | +21.2% | +17.7% | +28.3% |
| 3Y | -1.5% | +230.8% | -232.3% | -37.0% |
| 5Y | +7.3% | +106.7% | -99.4% | -27.8% |
| 10Y | +268.7% | +1,125.0% | -856.3% | +17.7% |
| All | +975.0% | +13,348.2% | -12,373.2% | +59.2% |
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 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