+13,114.2%
UPRO vs BNS
+486.8%
+12,627.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.1% |
| 7D | +1.5% | +1.8% | -0.3% | -1.4% |
| 30D | -3.7% | +4.5% | -8.2% | -11.2% |
| 3M | +8.0% | +15.8% | -7.8% | -15.6% |
| 6M | +38.7% | +31.5% | +7.2% | -11.2% |
| YTD | +29.5% | +28.6% | +0.9% | -14.6% |
| 1Y | +46.1% | +48.2% | -2.1% | -23.4% |
| 3Y | +229.1% | +130.8% | +98.3% | -16.1% |
| 5Y | +136.0% | +94.9% | +41.1% | -14.5% |
| 10Y | +1,155.3% | +179.6% | +975.7% | +209.3% |
| All | +13,114.2% | +486.8% | +12,627.3% | +1,300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling