-52.0%
FLUT vs UPRO
+210.8%
-262.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.8% |
| 7D | -1.1% | -8.7% | +7.6% | +1.1% |
| 30D | +7.7% | -16.9% | +24.6% | +13.4% |
| 3M | -12.2% | -15.3% | +3.1% | -8.3% |
| 6M | -17.6% | -5.7% | -11.9% | -18.1% |
| YTD | -62.0% | +12.1% | -74.1% | -65.0% |
| 1Y | -62.3% | +16.4% | -78.7% | -65.6% |
| 3Y | -52.0% | +210.5% | -262.5% | -75.6% |
| All | -52.0% | +210.8% | -262.8% | -75.6% |
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