+13,342.5%
UPRO vs EFV
+293.9%
+13,048.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -0.9% |
| 7D | +0.1% | +1.5% | -1.4% | -3.1% |
| 30D | -0.9% | +1.7% | -2.6% | -4.6% |
| 3M | +1.9% | +8.6% | -6.7% | -14.6% |
| 6M | +33.1% | +11.7% | +21.4% | +5.4% |
| YTD | +31.8% | +19.3% | +12.5% | -10.1% |
| 1Y | +48.3% | +30.2% | +18.1% | -16.3% |
| 3Y | +221.5% | +91.6% | +129.9% | -18.9% |
| 5Y | +136.7% | +96.4% | +40.4% | -36.3% |
| 10Y | +1,179.2% | +166.5% | +1,012.7% | +161.8% |
| All | +13,342.5% | +293.9% | +13,048.6% | +1,574.4% |
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