+126.7%
FFIV vs UPRO
+1,130.0%
-1,003.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | -0.4% |
| 7D | -2.9% | -3.8% | +0.8% | -2.0% |
| 30D | -32.4% | -8.9% | -23.6% | -30.6% |
| 3M | -22.7% | -7.4% | -15.3% | -21.0% |
| 6M | -10.7% | +1.6% | -12.2% | -11.8% |
| YTD | +25.4% | +23.2% | +2.2% | +15.6% |
| 1Y | +34.2% | +21.2% | +12.9% | +24.1% |
| 3Y | +101.2% | +230.8% | -129.6% | +29.2% |
| 5Y | +42.0% | +106.7% | -64.7% | -1.4% |
| 10Y | +126.7% | +1,125.0% | -998.3% | -27.4% |
| All | +126.7% | +1,130.0% | -1,003.3% | -27.4% |
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