+1,125.0%
UPRO vs VIG
+264.3%
+860.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +1.4% |
| 7D | -3.8% | -0.3% | -3.4% | -1.8% |
| 30D | -8.9% | +4.9% | -13.8% | -21.3% |
| 3M | -7.4% | +2.9% | -10.4% | -14.8% |
| 6M | +1.6% | +11.2% | -9.7% | -26.5% |
| YTD | +23.2% | +16.0% | +7.2% | -20.8% |
| 1Y | +21.2% | +17.0% | +4.3% | -23.8% |
| 3Y | +230.8% | +66.9% | +164.0% | -23.9% |
| 5Y | +106.7% | +65.8% | +40.8% | -39.2% |
| 10Y | +1,125.0% | +263.6% | +861.4% | -41.1% |
| All | +1,125.0% | +264.3% | +860.7% | -41.1% |
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