+131.4%
UPRO vs FGI
-70.6%
+201.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -8.7% | -7.0% | -1.7% | -8.5% |
| 30D | -16.9% | -4.2% | -12.7% | -16.8% |
| 3M | -15.3% | +55.6% | -70.9% | -18.0% |
| 6M | -5.7% | -3.2% | -2.6% | -7.8% |
| YTD | +12.1% | +29.1% | -17.0% | +6.5% |
| 1Y | +16.4% | +51.0% | -34.6% | +9.4% |
| 3Y | +210.5% | +1.5% | +209.0% | +186.5% |
| All | +131.4% | -70.6% | +201.9% | +134.3% |
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