+278.4%
FTI vs UPRO
+230.2%
+48.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -0.2% | +1.5% | -1.7% | -0.7% |
| 30D | +12.3% | -3.7% | +16.1% | +13.7% |
| 3M | +13.8% | +8.0% | +5.8% | +9.9% |
| 6M | +24.3% | +38.7% | -14.4% | +8.6% |
| YTD | +75.8% | +29.5% | +46.2% | +57.1% |
| 1Y | +99.6% | +46.1% | +53.5% | +68.9% |
| 3Y | +278.4% | +229.1% | +49.3% | +156.3% |
| All | +278.4% | +230.2% | +48.3% | +156.3% |
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