+1,155.8%
UPRO vs VCLT
+17.0%
+1,138.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -0.4% |
| 7D | -6.0% | -1.3% | -4.7% | -4.5% |
| 30D | -5.8% | -1.1% | -4.7% | -4.4% |
| 3M | +10.8% | -3.7% | +14.5% | +16.3% |
| 6M | +31.6% | -4.0% | +35.6% | +39.4% |
| YTD | +25.4% | -3.4% | +28.8% | +31.8% |
| 1Y | +39.2% | -4.1% | +43.4% | +47.9% |
| 3Y | +218.5% | +11.0% | +207.5% | +186.3% |
| 5Y | +137.1% | -17.0% | +154.1% | +188.6% |
| All | +1,155.8% | +17.0% | +1,138.8% | +1,282.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling