+1,155.8%
UPRO vs BTG
+158.3%
+997.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.2% |
| 7D | -6.0% | -5.5% | -0.5% | -4.9% |
| 30D | -5.8% | +6.1% | -11.9% | -7.1% |
| 3M | +10.8% | +38.6% | -27.8% | +2.4% |
| 6M | +31.6% | +0.7% | +30.9% | +29.6% |
| YTD | +25.4% | +20.3% | +5.0% | +18.0% |
| 1Y | +39.2% | +25.0% | +14.2% | +28.9% |
| 3Y | +218.5% | +97.3% | +121.2% | +160.3% |
| 5Y | +137.1% | +78.3% | +58.7% | +96.6% |
| All | +1,155.8% | +158.3% | +997.5% | +980.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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