+72.6%
FERG vs UPRO
+136.1%
-63.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +3.4% | +1.5% | +1.9% | +2.8% |
| 30D | -11.5% | -3.7% | -7.8% | -10.4% |
| 3M | +1.3% | +8.0% | -6.7% | -1.6% |
| 6M | -1.0% | +38.7% | -39.6% | -12.1% |
| YTD | +3.2% | +29.5% | -26.3% | -6.5% |
| 1Y | -3.0% | +46.1% | -49.0% | -15.8% |
| 3Y | +55.0% | +229.1% | -174.1% | -1.9% |
| 5Y | +72.6% | +136.0% | -63.4% | +11.7% |
| All | +72.6% | +136.1% | -63.5% | +11.7% |
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