+11,991.0%
UPRO vs VIG
+811.8%
+11,179.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.6% |
| 3M | -11.9% | +2.1% | -13.9% | -16.8% |
| 6M | -1.7% | +10.5% | -12.1% | -27.4% |
| YTD | +18.5% | +15.1% | +3.5% | -22.1% |
| 1Y | +17.5% | +16.9% | +0.6% | -26.3% |
| 3Y | +218.4% | +65.6% | +152.8% | -25.6% |
| 5Y | +99.1% | +64.4% | +34.8% | -40.2% |
| 10Y | +1,071.1% | +260.6% | +810.5% | -51.5% |
| All | +11,991.0% | +811.8% | +11,179.2% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling