-43.1%
FLUT vs UPRO
+240.0%
-283.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +7.7% | -0.9% | +8.6% | +8.1% |
| 3M | -0.7% | +1.9% | -2.6% | -2.2% |
| 6M | -11.2% | +33.1% | -44.3% | -21.6% |
| YTD | -53.4% | +31.8% | -85.2% | -58.8% |
| 1Y | -65.8% | +48.3% | -114.0% | -71.1% |
| All | -43.1% | +240.0% | -283.2% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling