+348.1%
FERG vs UPRO
+1,226.0%
-877.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -1.0% | -6.0% | +5.0% | +0.1% |
| 30D | -11.8% | -5.8% | -6.0% | -10.9% |
| 3M | -1.2% | +10.8% | -12.0% | -3.1% |
| 6M | -2.3% | +31.6% | -33.9% | -7.2% |
| YTD | +0.8% | +25.4% | -24.6% | -3.5% |
| 1Y | +0.5% | +39.2% | -38.8% | -5.5% |
| 3Y | +51.4% | +218.5% | -167.1% | +23.8% |
| 5Y | +67.5% | +137.1% | -69.6% | +36.2% |
| All | +348.1% | +1,226.0% | -877.9% | +237.9% |
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