-44.1%
ETHA vs UPRO
+75.8%
-119.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.5% |
| 7D | -12.5% | +7.4% | -20.0% | -17.3% |
| 30D | -19.8% | -7.9% | -11.9% | -15.7% |
| 3M | +3.1% | -12.0% | +15.1% | +11.8% |
| 6M | -13.8% | -2.0% | -11.8% | -14.1% |
| YTD | -34.6% | +20.4% | -55.0% | -43.9% |
| 1Y | -38.7% | +24.5% | -63.2% | -48.7% |
| All | -44.1% | +75.8% | -119.9% | -62.7% |
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