+71.0%
NEE vs UPRO
+228.3%
-157.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +2.3% | -2.9% | +5.2% | +2.5% |
| 30D | +11.5% | -12.4% | +23.9% | +12.7% |
| 3M | +2.6% | -11.9% | +14.5% | +3.6% |
| 6M | -6.0% | -1.7% | -4.3% | -6.3% |
| YTD | +9.8% | +18.5% | -8.7% | +6.7% |
| 1Y | +4.7% | +17.5% | -12.8% | +1.8% |
| 3Y | +71.0% | +218.4% | -147.3% | +18.2% |
| All | +71.0% | +228.3% | -157.3% | +18.2% |
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