+231.9%
UPRO vs EFV
+91.3%
+140.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.0% |
| 7D | -3.8% | -1.0% | -2.8% | -1.3% |
| 30D | -8.9% | +3.1% | -11.9% | -13.9% |
| 3M | -7.4% | -1.2% | -6.2% | -4.5% |
| 6M | +1.6% | +5.6% | -4.1% | -8.3% |
| YTD | +23.2% | +15.8% | +7.4% | -8.6% |
| 1Y | +21.2% | +20.0% | +1.2% | -16.5% |
| All | +231.9% | +91.3% | +140.5% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling