-71.6%
FLNC vs UPRO
+127.4%
-199.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | +0.6% |
| 7D | -4.1% | -2.5% | -1.5% | -2.1% |
| 30D | -24.8% | -4.2% | -20.5% | -22.1% |
| 3M | -59.1% | +8.1% | -67.2% | -61.0% |
| 6M | -42.0% | +35.2% | -77.2% | -52.7% |
| YTD | -49.8% | +28.4% | -78.2% | -56.9% |
| 1Y | +43.1% | +39.3% | +3.8% | +19.7% |
| 3Y | -61.0% | +219.9% | -280.8% | -83.9% |
| All | -71.6% | +127.4% | -199.0% | -84.4% |
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