+1,110.0%
UPRO vs ESI
+321.1%
+788.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +1.0% |
| 7D | +9.7% | +8.3% | +1.3% | +1.8% |
| 30D | -9.8% | -10.4% | +0.7% | -0.4% |
| 3M | -9.1% | -13.2% | +4.1% | +1.7% |
| 6M | +0.9% | -23.9% | +24.8% | +23.5% |
| YTD | +21.9% | +34.2% | -12.3% | -18.8% |
| 1Y | +19.8% | +22.2% | -2.4% | -12.7% |
| 3Y | +227.4% | +79.2% | +148.1% | +59.0% |
| 5Y | +100.1% | +38.1% | +62.0% | +33.4% |
| All | +1,110.0% | +321.1% | +788.9% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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