+46.3%
FE vs UPRO
+81.0%
-34.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | -1.0% | -8.7% | +7.7% | -0.2% |
| 30D | +4.1% | -16.9% | +21.0% | +5.9% |
| 3M | -1.0% | -15.3% | +14.2% | +0.4% |
| 6M | +4.0% | -5.7% | +9.7% | +4.0% |
| YTD | +6.8% | +12.1% | -5.3% | +4.4% |
| 1Y | +5.3% | +16.4% | -11.1% | +2.3% |
| 3Y | +44.6% | +210.5% | -166.0% | +17.7% |
| All | +46.3% | +81.0% | -34.7% | +20.7% |
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 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