+1,091.6%
UPRO vs ESI
+323.5%
+768.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.8% | +2.2% |
| 7D | -0.9% | -3.5% | +2.6% | +2.5% |
| 30D | -11.4% | -9.3% | -2.2% | -3.5% |
| 3M | -10.9% | -12.8% | +1.9% | -0.8% |
| 6M | -0.5% | -24.6% | +24.1% | +22.7% |
| YTD | +19.9% | +32.7% | -12.9% | -19.3% |
| 1Y | +24.2% | +20.3% | +3.9% | -8.1% |
| 3Y | +236.9% | +80.2% | +156.8% | +62.8% |
| 5Y | +96.6% | +40.0% | +56.6% | +29.6% |
| 10Y | +1,091.6% | +310.8% | +780.8% | +221.1% |
| All | +1,091.6% | +323.5% | +768.1% | +221.1% |
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