-12.9%
NVTS vs UPRO
+128.3%
-141.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -2.3% |
| 7D | +0.5% | -6.0% | +6.5% | +6.0% |
| 30D | -18.0% | -5.8% | -12.2% | -13.7% |
| 3M | -45.6% | +10.8% | -56.4% | -49.6% |
| 6M | +28.5% | +31.6% | -3.1% | +6.1% |
| YTD | +56.2% | +25.4% | +30.8% | +36.5% |
| 1Y | +97.7% | +39.2% | +58.5% | +61.8% |
| 3Y | +35.0% | +218.5% | -183.5% | -43.1% |
| All | -12.9% | +128.3% | -141.2% | -54.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling