+113.9%
FE vs UPRO
+1,170.7%
-1,056.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -1.2% | -0.9% | -0.3% | -1.0% |
| 3M | +3.5% | +1.9% | +1.6% | +2.6% |
| 6M | -6.1% | +33.1% | -39.2% | -12.1% |
| YTD | +7.6% | +31.8% | -24.2% | +0.6% |
| 1Y | +11.9% | +48.3% | -36.4% | +1.6% |
| 3Y | +48.4% | +221.5% | -173.0% | +7.8% |
| 5Y | +44.8% | +136.7% | -92.0% | +5.3% |
| All | +113.9% | +1,170.7% | -1,056.8% | -11.1% |
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