+135.9%
UPRO vs NWSA
+39.6%
+96.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | -1.3% | -3.4% | +2.1% | +2.3% |
| 30D | -5.0% | +3.9% | -9.0% | -8.9% |
| 3M | +7.5% | +8.9% | -1.4% | -4.0% |
| 6M | +33.2% | +21.2% | +12.1% | +4.5% |
| YTD | +27.7% | +13.8% | +13.9% | +5.9% |
| 1Y | +43.0% | +1.4% | +41.6% | +34.3% |
| 3Y | +224.4% | +44.0% | +180.5% | +106.7% |
| 5Y | +135.9% | +40.5% | +95.4% | +47.3% |
| All | +135.9% | +39.6% | +96.3% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling