+181.9%
FANG vs UPRO
+1,258.3%
-1,076.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.1% |
| 7D | +2.9% | -2.5% | +5.4% | +3.8% |
| 30D | +2.6% | -4.2% | +6.8% | +4.1% |
| 3M | +7.6% | +8.1% | -0.5% | +3.1% |
| 6M | +17.3% | +35.2% | -17.9% | +0.9% |
| YTD | +38.7% | +28.4% | +10.2% | +21.0% |
| 1Y | +51.6% | +39.3% | +12.4% | +26.8% |
| 3Y | +50.0% | +219.9% | -169.9% | -17.5% |
| 5Y | +237.6% | +142.8% | +94.7% | +85.7% |
| All | +181.9% | +1,258.3% | -1,076.4% | -36.5% |
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