+120.5%
ETN vs UPRO
+95.9%
+24.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +3.6% | +7.4% | -3.8% | +0.6% |
| 30D | -13.4% | -7.9% | -5.5% | -10.6% |
| 3M | -21.9% | -12.0% | -9.9% | -17.9% |
| 6M | -12.8% | -2.0% | -10.8% | -12.2% |
| YTD | +12.1% | +20.4% | -8.3% | +3.5% |
| 1Y | +0.8% | +24.5% | -23.7% | -8.1% |
| 3Y | +64.5% | +224.4% | -159.9% | +4.4% |
| All | +120.5% | +95.9% | +24.6% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling