+173.7%
ET vs UPRO
+1,162.5%
-988.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +0.6% | -1.3% | +2.0% | +1.0% |
| 30D | +5.3% | -5.0% | +10.3% | +6.8% |
| 3M | +15.6% | +7.5% | +8.2% | +12.3% |
| 6M | +20.6% | +33.2% | -12.6% | +8.6% |
| YTD | +38.5% | +27.7% | +10.8% | +25.8% |
| 1Y | +35.7% | +43.0% | -7.3% | +18.3% |
| 3Y | +98.4% | +224.4% | -126.1% | +26.5% |
| 5Y | +245.3% | +135.9% | +109.4% | +122.7% |
| 10Y | +173.7% | +1,232.5% | -1,058.8% | -37.0% |
| All | +173.7% | +1,162.5% | -988.8% | -37.0% |
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