-25.3%
NVTS vs UPRO
+121.9%
-147.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.0% | -4.1% |
| 7D | +21.6% | +9.7% | +12.0% | +12.5% |
| 30D | -8.5% | -9.8% | +1.2% | +2.3% |
| 3M | -31.4% | -9.1% | -22.3% | -23.6% |
| 6M | -50.3% | +0.9% | -51.2% | -48.0% |
| YTD | +33.9% | +21.9% | +12.0% | +23.1% |
| 1Y | +10.6% | +19.8% | -9.1% | +3.5% |
| 3Y | +52.7% | +227.4% | -174.7% | -35.0% |
| 5Y | -48.5% | +100.1% | -148.6% | -71.0% |
| All | -25.3% | +121.9% | -147.2% | -58.6% |
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