+75.4%
ET vs UPRO
+210.8%
-135.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -7.9% | -8.7% | +0.8% | -6.6% |
| 30D | -5.9% | -16.9% | +11.0% | -3.0% |
| 3M | -5.2% | -15.3% | +10.0% | -2.8% |
| 6M | +0.3% | -5.7% | +6.0% | +0.1% |
| YTD | +23.1% | +12.1% | +11.0% | +17.5% |
| 1Y | +22.7% | +16.4% | +6.3% | +15.7% |
| 3Y | +75.4% | +210.5% | -135.2% | +30.5% |
| All | +75.4% | +210.8% | -135.4% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling