+1,078.9%
UPRO vs VIG
+261.5%
+817.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.9% |
| 7D | -2.9% | +1.0% | -3.9% | -5.0% |
| 30D | -12.4% | +4.5% | -17.0% | -23.5% |
| 3M | -11.9% | +2.1% | -13.9% | -16.7% |
| 6M | -1.7% | +10.5% | -12.1% | -27.3% |
| YTD | +18.5% | +15.1% | +3.5% | -21.9% |
| 1Y | +17.5% | +16.9% | +0.6% | -26.1% |
| 3Y | +218.4% | +65.6% | +152.8% | -25.0% |
| 5Y | +99.1% | +64.4% | +34.8% | -39.8% |
| All | +1,078.9% | +261.5% | +817.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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