+136.0%
UPRO vs FTV
+4.3%
+131.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.7% |
| 7D | +1.5% | -0.4% | +1.9% | +2.0% |
| 30D | -3.7% | -8.3% | +4.6% | +7.7% |
| 3M | +8.0% | -7.4% | +15.4% | +17.3% |
| 6M | +38.7% | -1.2% | +39.9% | +36.5% |
| YTD | +29.5% | +2.7% | +26.9% | +16.0% |
| 1Y | +46.1% | +18.4% | +27.6% | +3.8% |
| 3Y | +229.1% | -2.0% | +231.1% | +215.4% |
| 5Y | +136.0% | +3.4% | +132.6% | +98.6% |
| All | +136.0% | +4.3% | +131.7% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling