+1,155.8%
UPRO vs NWSA
+148.8%
+1,007.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.0% |
| 7D | -6.0% | -4.8% | -1.3% | -1.0% |
| 30D | -5.8% | +3.0% | -8.7% | -8.9% |
| 3M | +10.8% | +9.3% | +1.5% | -1.9% |
| 6M | +31.6% | +23.2% | +8.4% | +1.2% |
| YTD | +25.4% | +13.3% | +12.1% | +4.0% |
| 1Y | +39.2% | +2.9% | +36.4% | +27.2% |
| 3Y | +218.5% | +43.3% | +175.2% | +106.4% |
| 5Y | +137.1% | +40.9% | +96.2% | +59.2% |
| All | +1,155.8% | +148.8% | +1,007.0% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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