+224.4%
UPRO vs ESTC
+14.8%
+209.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +7.4% | +2.4% | +5.0% | +6.7% |
| 30D | -7.9% | -4.2% | -3.6% | -6.6% |
| 3M | -12.0% | +2.5% | -14.5% | -13.4% |
| 6M | -2.0% | +81.5% | -83.5% | -19.9% |
| YTD | +20.4% | +16.8% | +3.5% | +11.6% |
| 1Y | +24.5% | -3.5% | +28.0% | +22.4% |
| 3Y | +224.4% | +17.7% | +206.6% | +212.8% |
| All | +224.4% | +14.8% | +209.6% | +212.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling