+81.9%
UPRO vs BURL
-17.2%
+99.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | -8.7% | +4.1% | -12.8% | -10.4% |
| 30D | -16.9% | -9.5% | -7.4% | -12.7% |
| 3M | -15.3% | -33.5% | +18.3% | +3.5% |
| 6M | -5.7% | -22.1% | +16.4% | +4.5% |
| YTD | +12.1% | -14.6% | +26.7% | +17.8% |
| 1Y | +16.4% | -8.4% | +24.8% | +15.9% |
| 3Y | +210.5% | +86.6% | +124.0% | +103.4% |
| All | +81.9% | -17.2% | +99.0% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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