+157.1%
EWT vs UPRO
+226.4%
-69.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | +9.1% | +7.4% | +1.7% | +5.9% |
| 30D | -12.2% | -7.9% | -4.3% | -8.9% |
| 3M | -9.4% | -12.0% | +2.6% | -4.2% |
| 6M | +2.7% | -2.0% | +4.6% | +4.0% |
| YTD | +53.3% | +20.4% | +32.9% | +43.1% |
| 1Y | +59.2% | +24.5% | +34.7% | +46.6% |
| 3Y | +157.1% | +224.4% | -67.3% | +57.2% |
| All | +157.1% | +226.4% | -69.3% | +57.2% |
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