-10.4%
FLUT vs UPRO
+1,162.5%
-1,173.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.1% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | +5.4% | -5.0% | +10.4% | +6.3% |
| 3M | -10.8% | +7.5% | -18.3% | -12.2% |
| 6M | -9.2% | +33.2% | -42.4% | -14.1% |
| YTD | -53.8% | +27.7% | -81.5% | -56.0% |
| 1Y | -66.0% | +43.0% | -109.0% | -68.2% |
| 3Y | -44.7% | +224.4% | -269.1% | -54.7% |
| 5Y | -50.6% | +135.9% | -186.4% | -59.9% |
| 10Y | -10.4% | +1,232.5% | -1,242.9% | -26.9% |
| All | -10.4% | +1,162.5% | -1,173.0% | -26.9% |
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