+363.8%
FISV vs UPRO
+14,289.1%
-13,925.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -2.1% | -0.9% | -1.2% | -1.8% |
| 3M | -5.7% | +1.9% | -7.7% | -7.2% |
| 6M | -15.3% | +33.1% | -48.4% | -24.2% |
| YTD | -21.1% | +31.8% | -52.9% | -29.1% |
| 1Y | -61.1% | +48.3% | -109.4% | -66.5% |
| 3Y | -56.8% | +221.5% | -278.3% | -73.1% |
| 5Y | -54.2% | +136.7% | -190.9% | -70.8% |
| 10Y | +1.6% | +1,179.2% | -1,177.6% | -69.1% |
| All | +363.8% | +14,289.1% | -13,925.3% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling