+463.9%
UPRO vs ESTC
+26.3%
+437.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | +0.1% |
| 7D | +1.5% | -4.3% | +5.8% | +3.4% |
| 30D | -3.7% | +17.7% | -21.4% | -12.9% |
| 3M | +8.0% | +42.3% | -34.3% | -11.8% |
| 6M | +38.7% | +64.6% | -25.9% | +3.2% |
| YTD | +29.5% | +17.2% | +12.3% | +12.0% |
| 1Y | +46.1% | -4.2% | +50.3% | +37.1% |
| 3Y | +229.1% | +13.5% | +215.6% | +144.7% |
| 5Y | +136.0% | -45.5% | +181.5% | +139.2% |
| All | +463.9% | +26.3% | +437.6% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling