+12,463.5%
UPRO vs EFV
+282.4%
+12,181.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.0% |
| 7D | -3.8% | -1.0% | -2.8% | -1.1% |
| 30D | -8.9% | +3.1% | -11.9% | -14.4% |
| 3M | -7.4% | -1.2% | -6.2% | -4.5% |
| 6M | +1.6% | +5.6% | -4.1% | -9.2% |
| YTD | +23.2% | +15.8% | +7.4% | -10.0% |
| 1Y | +21.2% | +20.0% | +1.2% | -18.0% |
| 3Y | +230.8% | +91.0% | +139.9% | -16.0% |
| 5Y | +106.7% | +93.7% | +13.0% | -42.5% |
| 10Y | +1,125.0% | +160.9% | +964.1% | +162.8% |
| All | +12,463.5% | +282.4% | +12,181.1% | +1,576.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling