+110.7%
FE vs UPRO
+1,163.1%
-1,052.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.0% | -6.5% | -0.9% |
| 7D | -1.1% | -0.9% | -0.3% | -1.3% |
| 30D | +4.6% | -11.4% | +16.1% | +6.6% |
| 3M | -0.8% | -10.9% | +10.1% | +0.9% |
| 6M | +7.3% | -0.5% | +7.8% | +6.2% |
| YTD | +8.3% | +19.9% | -11.5% | +2.6% |
| 1Y | +5.7% | +24.2% | -18.5% | -0.8% |
| 3Y | +49.0% | +236.9% | -187.9% | +6.5% |
| 5Y | +49.2% | +96.6% | -47.4% | +13.0% |
| 10Y | +110.7% | +1,091.6% | -980.9% | -8.7% |
| All | +110.7% | +1,163.1% | -1,052.4% | -8.7% |
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