+126.6%
FFIV vs UPRO
+1,163.1%
-1,036.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.0% | -4.7% | 0.0% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -33.8% | -11.4% | -22.3% | -31.3% |
| 3M | -20.6% | -10.9% | -9.7% | -17.8% |
| 6M | -10.2% | -0.5% | -9.7% | -10.8% |
| YTD | +24.5% | +19.9% | +4.6% | +15.8% |
| 1Y | +29.3% | +24.2% | +5.1% | +18.6% |
| 3Y | +103.8% | +236.9% | -133.2% | +30.1% |
| 5Y | +40.9% | +96.6% | -55.7% | -0.6% |
| 10Y | +126.6% | +1,091.6% | -965.0% | -25.9% |
| All | +126.6% | +1,163.1% | -1,036.5% | -25.9% |
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