+35.3%
EMB vs UPRO
+1,064.0%
-1,028.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.5% | -2.9% | +3.4% | +0.7% |
| 30D | +0.9% | -12.4% | +13.3% | +2.1% |
| 3M | -2.1% | -11.9% | +9.7% | -1.0% |
| 6M | -2.2% | -1.7% | -0.5% | -2.5% |
| YTD | -0.6% | +18.5% | -19.1% | -3.1% |
| 1Y | +0.2% | +17.5% | -17.3% | -2.3% |
| 3Y | +29.5% | +218.4% | -188.8% | +10.6% |
| 5Y | +8.0% | +99.1% | -91.1% | -6.4% |
| 10Y | +35.3% | +1,071.1% | -1,035.8% | -8.7% |
| All | +35.3% | +1,064.0% | -1,028.6% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling