+2,111.2%
FTNT vs UPRO
+1,226.0%
+885.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.8% |
| 7D | +1.6% | -6.0% | +7.6% | +4.1% |
| 30D | -1.9% | -5.8% | +3.9% | +0.5% |
| 3M | +14.4% | +10.8% | +3.6% | +9.3% |
| 6M | +88.7% | +31.6% | +57.1% | +66.6% |
| YTD | +100.0% | +25.4% | +74.7% | +79.6% |
| 1Y | +99.9% | +39.2% | +60.6% | +71.3% |
| 3Y | +147.9% | +218.5% | -70.6% | +42.4% |
| 5Y | +155.8% | +137.1% | +18.8% | +56.9% |
| All | +2,111.2% | +1,226.0% | +885.2% | +496.4% |
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