+135.9%
UPRO vs BNS
+93.4%
+42.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | -1.3% | -1.3% | 0.0% | +0.6% |
| 30D | -5.0% | +4.0% | -9.0% | -11.1% |
| 3M | +7.5% | +13.8% | -6.3% | -12.3% |
| 6M | +33.2% | +32.7% | +0.6% | -13.6% |
| YTD | +27.7% | +27.6% | +0.1% | -12.7% |
| 1Y | +43.0% | +47.4% | -4.4% | -22.0% |
| 3Y | +224.4% | +129.0% | +95.5% | -13.4% |
| 5Y | +135.9% | +92.7% | +43.2% | -4.5% |
| All | +135.9% | +93.4% | +42.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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