+717.0%
NVT vs UPRO
+606.5%
+110.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | -3.7% | -0.9% | -2.8% | -3.4% |
| 3M | -10.1% | +1.9% | -12.1% | -10.9% |
| 6M | +37.5% | +33.1% | +4.3% | +21.1% |
| YTD | +53.7% | +31.8% | +21.9% | +35.9% |
| 1Y | +70.9% | +48.3% | +22.6% | +43.5% |
| 3Y | +180.4% | +221.5% | -41.1% | +65.4% |
| 5Y | +393.5% | +136.7% | +256.7% | +200.5% |
| All | +717.0% | +606.5% | +110.5% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling