+174.8%
EXE vs UPRO
+248.8%
-74.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -0.4% | -5.0% | +4.7% | +0.7% |
| 3M | +9.5% | +7.5% | +2.0% | +7.1% |
| 6M | -9.3% | +33.2% | -42.6% | -16.3% |
| YTD | -10.9% | +27.7% | -38.6% | -17.2% |
| 1Y | +4.3% | +43.0% | -38.7% | -6.1% |
| 3Y | +18.8% | +224.4% | -205.6% | -17.4% |
| 5Y | +101.4% | +135.9% | -34.4% | +40.5% |
| All | +174.8% | +248.8% | -74.0% | +79.1% |
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