+284.2%
NEE vs UPRO
+1,087.5%
-803.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -2.1% | +7.4% | -9.5% | -3.6% |
| 30D | +8.6% | -7.9% | +16.5% | +10.0% |
| 3M | -0.3% | -12.0% | +11.7% | +1.8% |
| 6M | -8.9% | -2.0% | -7.0% | -9.6% |
| YTD | +8.3% | +20.4% | -12.0% | +2.0% |
| 1Y | +4.3% | +24.5% | -20.2% | -2.7% |
| 3Y | +70.7% | +224.4% | -153.6% | +21.2% |
| 5Y | +12.8% | +97.6% | -84.8% | -15.6% |
| All | +284.2% | +1,087.5% | -803.3% | +69.5% |
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