+21.2%
UPRO vs VCLT
-3.4%
+24.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.4% |
| 7D | -3.8% | -0.6% | -3.2% | -2.6% |
| 30D | -8.9% | +2.8% | -11.6% | -14.4% |
| 3M | -7.4% | -0.4% | -7.1% | -6.2% |
| 6M | +1.6% | -3.1% | +4.7% | +10.8% |
| YTD | +23.2% | -2.7% | +25.8% | +31.2% |
| 1Y | +21.2% | -3.7% | +24.9% | +33.9% |
| All | +21.2% | -3.4% | +24.7% | +33.9% |
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