+1,155.3%
UPRO vs ESI
+307.6%
+847.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.2% |
| 7D | +1.5% | +5.4% | -3.9% | -3.4% |
| 30D | -3.7% | -4.2% | +0.5% | -0.4% |
| 3M | +8.0% | -9.6% | +17.6% | +14.4% |
| 6M | +38.7% | +18.3% | +20.3% | +10.0% |
| YTD | +29.5% | +45.8% | -16.3% | -18.1% |
| 1Y | +46.1% | +39.2% | +6.9% | -4.1% |
| 3Y | +229.1% | +86.3% | +142.8% | +60.2% |
| 5Y | +136.0% | +76.2% | +59.8% | +28.7% |
| 10Y | +1,155.3% | +306.8% | +848.5% | +236.3% |
| All | +1,155.3% | +307.6% | +847.7% | +236.3% |
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