+64.5%
ETN vs UPRO
+226.4%
-161.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | +3.6% | +7.4% | -3.8% | -0.2% |
| 30D | -13.4% | -7.9% | -5.5% | -10.0% |
| 3M | -21.9% | -12.0% | -9.9% | -16.9% |
| 6M | -12.8% | -2.0% | -10.8% | -12.3% |
| YTD | +12.1% | +20.4% | -8.3% | +1.0% |
| 1Y | +0.8% | +24.5% | -23.7% | -10.7% |
| 3Y | +64.5% | +224.4% | -159.9% | -8.2% |
| All | +64.5% | +226.4% | -161.9% | -8.2% |
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