+137.1%
UPRO vs ITOT
+71.8%
+65.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | 0.0% |
| 7D | -6.0% | -2.0% | -4.0% | -0.2% |
| 30D | -5.8% | -2.0% | -3.8% | -0.1% |
| 3M | +10.8% | +4.5% | +6.3% | -1.4% |
| 6M | +31.6% | +12.6% | +18.9% | -4.0% |
| YTD | +25.4% | +12.0% | +13.4% | -6.3% |
| 1Y | +39.2% | +17.3% | +22.0% | -7.7% |
| 3Y | +218.5% | +75.2% | +143.3% | -23.6% |
| 5Y | +137.1% | +74.0% | +63.0% | -27.9% |
| All | +137.1% | +71.8% | +65.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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