+1,071.1%
UPRO vs FTV
+107.5%
+963.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -2.4% |
| 7D | -2.9% | +1.4% | -4.3% | -4.0% |
| 30D | -12.4% | +18.3% | -30.7% | -30.6% |
| 3M | -11.9% | +9.8% | -21.7% | -23.1% |
| 6M | -1.7% | +12.3% | -14.0% | -18.5% |
| YTD | +18.5% | +23.1% | -4.5% | -17.8% |
| 1Y | +17.5% | +32.5% | -15.0% | -27.3% |
| 3Y | +218.4% | +38.3% | +180.0% | +85.3% |
| 5Y | +99.1% | +16.8% | +82.3% | +61.3% |
| 10Y | +1,071.1% | +106.6% | +964.5% | +453.0% |
| All | +1,071.1% | +107.5% | +963.6% | +453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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