+106.7%
UPRO vs VCLT
-16.2%
+122.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.6% |
| 7D | -3.8% | -0.6% | -3.2% | -3.0% |
| 30D | -8.9% | +2.8% | -11.6% | -12.5% |
| 3M | -7.4% | -0.4% | -7.1% | -6.9% |
| 6M | +1.6% | -3.1% | +4.7% | +6.7% |
| YTD | +23.2% | -2.7% | +25.8% | +29.2% |
| 1Y | +21.2% | -3.7% | +24.9% | +29.2% |
| 3Y | +230.8% | +15.6% | +215.2% | +173.0% |
| 5Y | +106.7% | -15.8% | +122.4% | +102.7% |
| All | +106.7% | -16.2% | +122.9% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling