+33.5%
UPRO vs FIGR
-32.8%
+66.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +3.3% |
| 7D | -3.8% | +5.1% | -8.9% | -4.5% |
| 30D | -8.9% | -15.0% | +6.2% | -6.8% |
| 3M | -7.4% | -13.1% | +5.7% | -6.5% |
| 6M | +1.6% | -37.9% | +39.5% | +6.7% |
| YTD | +23.2% | -40.8% | +63.9% | +24.8% |
| 1Y | +21.2% | -33.1% | +54.4% | +19.6% |
| All | +33.5% | -32.8% | +66.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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