+140.1%
UPRO vs BBWI
-65.7%
+205.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -2.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.7% |
| 30D | -0.9% | -5.2% | +4.3% | +0.6% |
| 3M | +1.9% | +11.1% | -9.2% | -5.0% |
| 6M | +33.1% | -13.4% | +46.5% | +36.9% |
| YTD | +31.8% | +0.1% | +31.7% | +24.6% |
| 1Y | +48.3% | -36.1% | +84.4% | +72.0% |
| 3Y | +221.5% | -44.1% | +265.6% | +267.8% |
| All | +140.1% | -65.7% | +205.8% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling