+424.2%
FERG vs UPRO
+1,087.5%
-663.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | +9.7% | +7.4% | +2.3% | +8.4% |
| 30D | +15.0% | -7.9% | +22.9% | +16.6% |
| 3M | +3.8% | -12.0% | +15.8% | +5.9% |
| 6M | +10.6% | -2.0% | +12.6% | +10.6% |
| YTD | +17.0% | +20.4% | -3.4% | +12.6% |
| 1Y | +7.1% | +24.5% | -17.4% | +2.5% |
| 3Y | +67.7% | +224.4% | -156.6% | +36.9% |
| 5Y | +76.4% | +97.6% | -21.2% | +45.1% |
| All | +424.2% | +1,087.5% | -663.2% | +273.6% |
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 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