+123.4%
FE vs UPRO
+1,087.5%
-964.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.2% | +7.4% | -6.2% | -0.2% |
| 30D | +4.5% | -7.9% | +12.4% | +5.7% |
| 3M | +1.3% | -12.0% | +13.4% | +3.3% |
| 6M | +8.7% | -2.0% | +10.6% | +7.9% |
| YTD | +9.2% | +20.4% | -11.2% | +3.4% |
| 1Y | +7.0% | +24.5% | -17.5% | +0.4% |
| 3Y | +51.4% | +224.4% | -173.0% | +9.2% |
| 5Y | +47.7% | +97.6% | -49.9% | +11.7% |
| All | +123.4% | +1,087.5% | -964.0% | -3.9% |
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