+473.7%
UPRO vs ESTC
+31.2%
+442.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.9% |
| 7D | +0.1% | -8.1% | +8.2% | +3.9% |
| 30D | -0.9% | +31.7% | -32.6% | -15.2% |
| 3M | +1.9% | +41.1% | -39.1% | -16.2% |
| 6M | +33.1% | +77.1% | -44.0% | -4.5% |
| YTD | +31.8% | +21.7% | +10.1% | +11.9% |
| 1Y | +48.3% | +8.4% | +39.9% | +30.5% |
| 3Y | +221.5% | +23.6% | +197.9% | +127.9% |
| 5Y | +136.7% | -46.5% | +183.2% | +143.4% |
| All | +473.7% | +31.2% | +442.5% | +152.5% |
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