+46.0%
FE vs UPRO
+97.2%
-51.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | +4.3% | -12.4% | +16.7% | +5.5% |
| 3M | +0.4% | -11.9% | +12.2% | +1.4% |
| 6M | +6.9% | -1.7% | +8.6% | +6.5% |
| YTD | +8.0% | +18.5% | -10.5% | +4.9% |
| 1Y | +4.8% | +17.5% | -12.7% | +1.9% |
| 3Y | +49.0% | +218.4% | -169.4% | +21.1% |
| All | +46.0% | +97.2% | -51.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling