+105.3%
FAST vs UPRO
+81.0%
+24.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +2.1% | -8.7% | +10.8% | +4.2% |
| 30D | +6.9% | -16.9% | +23.8% | +11.6% |
| 3M | +4.8% | -15.3% | +20.1% | +8.8% |
| 6M | +19.8% | -5.7% | +25.5% | +20.1% |
| YTD | +34.9% | +12.1% | +22.8% | +28.2% |
| 1Y | +32.8% | +16.4% | +16.4% | +24.7% |
| 3Y | +93.7% | +210.5% | -116.8% | +30.2% |
| All | +105.3% | +81.0% | +24.3% | +48.2% |
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 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