+109.8%
FE vs UPRO
+1,081.0%
-971.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | 0.0% | -8.7% | +8.7% | +1.4% |
| 30D | +5.2% | -16.9% | +22.1% | +8.5% |
| 3M | 0.0% | -15.3% | +15.2% | +2.7% |
| 6M | +5.0% | -5.7% | +10.8% | +5.1% |
| YTD | +7.9% | +12.1% | -4.2% | +3.6% |
| 1Y | +6.3% | +16.4% | -10.1% | +1.1% |
| 3Y | +46.0% | +210.5% | -164.5% | +6.1% |
| 5Y | +45.6% | +82.4% | -36.7% | +12.0% |
| All | +109.8% | +1,081.0% | -971.1% | -7.8% |
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