+49.0%
FE vs UPRO
+228.3%
-179.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.1% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | +4.3% | -12.4% | +16.7% | +4.7% |
| 3M | +0.4% | -11.9% | +12.2% | +0.7% |
| 6M | +6.9% | -1.7% | +8.6% | +6.8% |
| YTD | +8.0% | +18.5% | -10.5% | +6.8% |
| 1Y | +4.8% | +17.5% | -12.7% | +3.7% |
| 3Y | +49.0% | +218.4% | -169.4% | +15.6% |
| All | +49.0% | +228.3% | -179.4% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling