+387.9%
UPRO vs ESTC
+23.0%
+364.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | -8.7% | -11.5% | +2.8% | -3.1% |
| 30D | -16.9% | -7.5% | -9.4% | -13.8% |
| 3M | -15.3% | +23.1% | -38.3% | -25.3% |
| 6M | -5.7% | +75.3% | -81.0% | -31.5% |
| YTD | +12.1% | +14.1% | -2.0% | -2.2% |
| 1Y | +16.4% | -0.6% | +17.0% | +7.6% |
| 3Y | +210.5% | +20.8% | +189.7% | +123.1% |
| 5Y | +82.4% | -48.8% | +131.1% | +91.1% |
| All | +387.9% | +23.0% | +364.9% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling