+13,342.5%
UPRO vs VIG
+779.6%
+12,562.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | +0.3% |
| 7D | +0.1% | -0.4% | +0.5% | +1.5% |
| 30D | -0.9% | -1.0% | +0.1% | +2.3% |
| 3M | +1.9% | +2.8% | -0.8% | -5.9% |
| 6M | +33.1% | +8.2% | +24.9% | +5.4% |
| YTD | +31.8% | +11.0% | +20.8% | -3.6% |
| 1Y | +48.3% | +16.1% | +32.1% | -5.3% |
| 3Y | +221.5% | +56.2% | +165.3% | -9.2% |
| 5Y | +136.7% | +63.0% | +73.8% | -26.9% |
| 10Y | +1,179.2% | +241.4% | +937.7% | -36.9% |
| All | +13,342.5% | +779.6% | +12,562.9% | -49.1% |
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 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