+1,095.1%
UPRO vs EFV
+163.3%
+931.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -2.1% |
| 7D | +7.4% | +2.5% | +4.9% | +1.2% |
| 30D | -7.9% | +2.9% | -10.8% | -13.8% |
| 3M | -12.0% | -1.4% | -10.6% | -8.6% |
| 6M | -2.0% | +5.5% | -7.5% | -13.5% |
| YTD | +20.4% | +16.1% | +4.3% | -16.3% |
| 1Y | +24.5% | +20.3% | +4.2% | -20.6% |
| 3Y | +224.4% | +90.4% | +133.9% | -32.1% |
| 5Y | +97.6% | +93.5% | +4.1% | -55.4% |
| All | +1,095.1% | +163.3% | +931.7% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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