+302.3%
ETR vs UPRO
+1,162.5%
-860.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +2.0% | -5.0% | +7.1% | +3.1% |
| 3M | -1.7% | +7.5% | -9.2% | -3.6% |
| 6M | +3.6% | +33.2% | -29.6% | -3.6% |
| YTD | +18.0% | +27.7% | -9.7% | +10.6% |
| 1Y | +26.2% | +43.0% | -16.8% | +15.0% |
| 3Y | +148.0% | +224.4% | -76.4% | +78.6% |
| 5Y | +126.1% | +135.9% | -9.8% | +63.2% |
| 10Y | +302.3% | +1,232.5% | -930.2% | +66.3% |
| All | +302.3% | +1,162.5% | -860.3% | +66.3% |
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 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