+147.5%
UPRO vs FGI
-70.0%
+217.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -11.4% | -3.2% | -8.2% | -11.4% |
| 3M | -10.9% | +64.1% | -75.0% | -14.0% |
| 6M | -0.5% | +17.2% | -17.7% | -3.3% |
| YTD | +19.9% | +31.6% | -11.7% | +13.8% |
| 1Y | +24.2% | +45.1% | -20.9% | +16.9% |
| 3Y | +236.9% | -2.0% | +238.9% | +214.1% |
| All | +147.5% | -70.0% | +217.5% | +150.4% |
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