+225.5%
FFIV vs UPRO
+1,152.9%
-927.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -1.5% | +1.5% | -3.0% | -2.0% |
| 30D | -2.7% | -3.7% | +1.1% | -1.5% |
| 3M | -1.7% | +8.0% | -9.6% | -4.4% |
| 6M | +36.1% | +38.7% | -2.5% | +21.2% |
| YTD | +52.6% | +29.5% | +23.1% | +38.9% |
| 1Y | +21.5% | +46.1% | -24.6% | +5.9% |
| 3Y | +142.7% | +229.1% | -86.4% | +56.1% |
| 5Y | +92.6% | +136.0% | -43.4% | +28.7% |
| 10Y | +225.5% | +1,155.3% | -929.8% | +14.8% |
| All | +225.5% | +1,152.9% | -927.4% | +14.8% |
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