+7,144.0%
UPRO vs VCLT
+98.6%
+7,045.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +7.4% | -2.3% | +9.7% | +8.8% |
| 30D | -7.9% | +0.8% | -8.6% | -8.3% |
| 3M | -12.0% | -2.7% | -9.3% | -10.7% |
| 6M | -2.0% | -4.3% | +2.3% | +0.6% |
| YTD | +20.4% | -4.3% | +24.7% | +23.9% |
| 1Y | +24.5% | -4.4% | +28.9% | +28.2% |
| 3Y | +224.4% | +13.8% | +210.6% | +211.4% |
| 5Y | +97.6% | -17.0% | +114.6% | +97.3% |
| 10Y | +1,097.3% | +20.9% | +1,076.4% | +1,370.7% |
| All | +7,144.0% | +98.6% | +7,045.4% | +20,636.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling