+160.3%
FN vs UPRO
+222.2%
-61.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +4.0% |
| 7D | -1.7% | +0.1% | -1.7% | -1.8% |
| 30D | -22.0% | -0.9% | -21.1% | -21.4% |
| 3M | -43.0% | +1.9% | -44.9% | -43.4% |
| 6M | -27.7% | +33.1% | -60.9% | -40.6% |
| YTD | -10.5% | +31.8% | -42.3% | -25.8% |
| 1Y | +12.5% | +48.3% | -35.8% | -13.2% |
| All | +160.3% | +222.2% | -61.9% | +26.1% |
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