+81.9%
UPRO vs ESI
+28.5%
+53.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -1.0% |
| 7D | -8.7% | -8.5% | -0.2% | -0.8% |
| 30D | -16.9% | -15.7% | -1.2% | -3.1% |
| 3M | -15.3% | -18.2% | +3.0% | +0.3% |
| 6M | -5.7% | -28.8% | +23.1% | +22.8% |
| YTD | +12.1% | +26.3% | -14.2% | -25.8% |
| 1Y | +16.4% | +18.2% | -1.8% | -17.5% |
| 3Y | +210.5% | +68.1% | +142.4% | +33.5% |
| All | +81.9% | +28.5% | +53.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling