+148.5%
UPRO vs FGI
-74.8%
+223.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -25.2% | +23.9% | -0.5% |
| 7D | +7.4% | -14.4% | +21.8% | +7.8% |
| 30D | -7.9% | -11.8% | +3.9% | -7.7% |
| 3M | -12.0% | -46.2% | +34.2% | -10.8% |
| 6M | -2.0% | +5.2% | -7.1% | -4.5% |
| YTD | +20.4% | +10.5% | +9.9% | +14.8% |
| 1Y | +24.5% | +25.5% | -1.0% | +17.5% |
| 3Y | +224.4% | -16.0% | +240.4% | +202.4% |
| All | +148.5% | -74.8% | +223.3% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling