+151.6%
UPRO vs FGI
-66.3%
+218.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.2% |
| 7D | +9.7% | +13.5% | -3.8% | +9.3% |
| 30D | -9.8% | +17.1% | -26.9% | -10.2% |
| 3M | -9.1% | +78.0% | -87.1% | -12.4% |
| 6M | +0.9% | +46.4% | -45.5% | -2.6% |
| YTD | +21.9% | +47.7% | -25.8% | +15.3% |
| 1Y | +19.8% | +56.8% | -37.0% | +12.5% |
| 3Y | +227.4% | +12.3% | +215.1% | +203.0% |
| All | +151.6% | -66.3% | +218.0% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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