+29.8%
UPRO vs VCLT
-3.2%
+33.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +2.7% |
| 7D | -2.6% | +0.4% | -3.0% | -3.4% |
| 30D | -4.3% | +3.9% | -8.3% | -12.3% |
| 3M | -4.3% | -1.9% | -2.3% | +0.8% |
| 6M | +14.7% | -2.6% | +17.4% | +23.4% |
| YTD | +28.0% | -3.1% | +31.1% | +38.0% |
| 1Y | +29.8% | -3.6% | +33.4% | +41.6% |
| All | +29.8% | -3.2% | +33.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling