+1,122.7%
UPRO vs FDS
+129.2%
+993.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +1.3% |
| 7D | -3.8% | -2.1% | -1.6% | -1.9% |
| 30D | -8.9% | +16.0% | -24.9% | -22.3% |
| 3M | -7.4% | +18.8% | -26.2% | -25.0% |
| 6M | +1.6% | +54.1% | -52.6% | -43.4% |
| YTD | +23.2% | +17.0% | +6.2% | -12.0% |
| 1Y | +21.2% | +25.5% | -4.3% | -22.7% |
| 3Y | +230.8% | -23.3% | +254.1% | +283.9% |
| 5Y | +106.7% | -22.6% | +129.3% | +148.2% |
| All | +1,122.7% | +129.2% | +993.5% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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