+1,095.1%
UPRO vs FCUV
-98.2%
+1,193.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +136.0% | -137.2% | -2.0% |
| 7D | +7.4% | +148.8% | -141.4% | +6.5% |
| 30D | -7.9% | +95.0% | -102.9% | -8.5% |
| 3M | -12.0% | +27.8% | -39.8% | -12.7% |
| 6M | -2.0% | +121.0% | -122.9% | -5.2% |
| YTD | +20.4% | -78.1% | +98.5% | +17.8% |
| 1Y | +24.5% | -94.3% | +118.8% | +22.8% |
| 3Y | +224.4% | -98.9% | +323.3% | +218.9% |
| 5Y | +97.6% | -99.7% | +197.3% | +95.0% |
| All | +1,095.1% | -98.2% | +1,193.3% | +1,066.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling