+1,391.8%
UPRO vs FCUV
-87.2%
+1,479.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.7% | +12.5% | -1.1% |
| 7D | +0.1% | +62.8% | -62.8% | -0.2% |
| 30D | -0.9% | +66.5% | -67.4% | -1.2% |
| 3M | +1.9% | +459.9% | -458.0% | -0.7% |
| 6M | +33.1% | -12.4% | +45.5% | +30.6% |
| YTD | +31.8% | -47.5% | +79.3% | +29.5% |
| 1Y | +48.3% | -80.5% | +128.8% | +46.3% |
| 3Y | +221.5% | -97.6% | +319.1% | +217.2% |
| 5Y | +136.7% | -99.5% | +236.3% | +134.1% |
| 10Y | +1,179.2% | -95.8% | +1,274.9% | +1,188.6% |
| All | +1,391.8% | -87.2% | +1,479.0% | +1,448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling