+234.8%
UPRO vs VCLT
+12.3%
+222.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.9% |
| 30D | -0.9% | -0.9% | 0.0% | +0.4% |
| 3M | +1.9% | -3.2% | +5.2% | +7.5% |
| 6M | +33.1% | -3.8% | +36.9% | +42.0% |
| YTD | +31.8% | -2.0% | +33.8% | +37.0% |
| 1Y | +48.3% | -0.8% | +49.1% | +51.5% |
| All | +234.8% | +12.3% | +222.5% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling