+1,252.3%
UPRO vs FTV
+127.3%
+1,125.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +9.7% | +3.7% | +6.0% | +4.5% |
| 30D | -9.8% | +16.8% | -26.6% | -26.9% |
| 3M | -9.1% | +10.4% | -19.5% | -21.0% |
| 6M | +0.9% | +12.8% | -11.9% | -16.6% |
| YTD | +21.9% | +23.3% | -1.4% | -15.0% |
| 1Y | +19.8% | +31.0% | -11.2% | -23.9% |
| 3Y | +227.4% | +38.6% | +188.8% | +92.8% |
| 5Y | +100.1% | +17.6% | +82.5% | +62.1% |
| 10Y | +1,112.3% | +110.0% | +1,002.3% | +508.7% |
| All | +1,252.3% | +127.3% | +1,125.0% | +561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling