+30.7%
EMB vs UPRO
+1,162.5%
-1,131.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -0.3% | -5.0% | +4.8% | +0.3% |
| 3M | -0.3% | +7.5% | -7.8% | -1.2% |
| 6M | +0.7% | +33.2% | -32.5% | -2.7% |
| YTD | +1.3% | +27.7% | -26.5% | -1.9% |
| 1Y | +4.7% | +43.0% | -38.3% | 0.0% |
| 3Y | +30.1% | +224.4% | -194.3% | +11.0% |
| 5Y | +6.9% | +135.9% | -129.0% | -8.9% |
| 10Y | +30.7% | +1,232.5% | -1,201.8% | -12.0% |
| All | +30.7% | +1,162.5% | -1,131.8% | -12.0% |
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