+693.0%
FN vs UPRO
+1,087.5%
-394.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.1% | -6.8% |
| 7D | +0.3% | +7.4% | -7.2% | -2.6% |
| 30D | -16.5% | -7.9% | -8.6% | -12.7% |
| 3M | -42.1% | -12.0% | -30.1% | -38.1% |
| 6M | -52.9% | -2.0% | -50.9% | -51.7% |
| YTD | -28.0% | +20.4% | -48.3% | -32.0% |
| 1Y | -18.5% | +24.5% | -43.0% | -23.9% |
| 3Y | +93.9% | +224.4% | -130.5% | +25.4% |
| 5Y | +170.5% | +97.6% | +72.9% | +93.2% |
| All | +693.0% | +1,087.5% | -394.5% | +128.4% |
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