+218.1%
UPRO vs FCUV
-99.2%
+317.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.3% |
| 7D | -1.3% | -63.8% | +62.4% | -0.8% |
| 30D | -5.0% | -14.7% | +9.6% | -5.3% |
| 3M | +7.5% | +65.3% | -57.8% | +3.2% |
| 6M | +33.2% | -68.5% | +101.7% | +32.3% |
| YTD | +27.7% | -83.0% | +110.8% | +29.4% |
| 1Y | +43.0% | -94.4% | +137.5% | +49.5% |
| All | +218.1% | -99.2% | +317.3% | +242.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling