+228.4%
UPRO vs FCUV
-99.5%
+328.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | +9.7% | +2.4% | +7.3% | +9.6% |
| 30D | -9.8% | -25.9% | +16.2% | -9.5% |
| 3M | -9.1% | -44.8% | +35.6% | -9.0% |
| 6M | +0.9% | -3.5% | +4.4% | -3.0% |
| YTD | +21.9% | -90.7% | +112.6% | +24.2% |
| 1Y | +19.8% | -97.9% | +117.7% | +28.2% |
| All | +228.4% | -99.5% | +328.0% | +250.2% |
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