+1,095.1%
UPRO vs VIG
+262.6%
+832.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | +7.4% | +3.5% | +3.9% | -3.6% |
| 30D | -7.9% | +4.9% | -12.8% | -20.5% |
| 3M | -12.0% | +2.5% | -14.5% | -18.0% |
| 6M | -2.0% | +11.0% | -13.0% | -28.6% |
| YTD | +20.4% | +16.0% | +4.4% | -22.6% |
| 1Y | +24.5% | +17.5% | +7.0% | -23.1% |
| 3Y | +224.4% | +67.0% | +157.4% | -25.6% |
| 5Y | +97.6% | +64.8% | +32.8% | -40.8% |
| All | +1,095.1% | +262.6% | +832.4% | -42.4% |
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