+1,110.0%
UPRO vs FHN
+80.9%
+1,029.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +9.7% | +1.3% | +8.4% | +8.8% |
| 30D | -9.8% | +2.8% | -12.6% | -11.3% |
| 3M | -9.1% | -8.9% | -0.2% | -2.7% |
| 6M | +0.9% | -0.7% | +1.6% | +1.1% |
| YTD | +21.9% | +0.1% | +21.8% | +21.2% |
| 1Y | +19.8% | +10.4% | +9.4% | +10.9% |
| 3Y | +227.4% | +128.8% | +98.6% | +79.8% |
| 5Y | +100.1% | +61.5% | +38.6% | +18.9% |
| All | +1,110.0% | +80.9% | +1,029.1% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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