+1,232.5%
UPRO vs FTV
+78.2%
+1,154.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | +0.3% |
| 7D | -1.3% | -1.3% | 0.0% | +0.5% |
| 30D | -5.0% | -9.5% | +4.5% | +8.8% |
| 3M | +7.5% | -10.9% | +18.4% | +23.9% |
| 6M | +33.2% | -0.6% | +33.9% | +30.4% |
| YTD | +27.7% | +1.4% | +26.3% | +16.4% |
| 1Y | +43.0% | +17.6% | +25.4% | +3.5% |
| 3Y | +224.4% | -3.3% | +227.7% | +217.4% |
| 5Y | +135.9% | -0.1% | +136.0% | +138.8% |
| 10Y | +1,232.5% | +82.5% | +1,150.0% | +751.6% |
| All | +1,232.5% | +78.2% | +1,154.3% | +751.6% |
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