+133.8%
UPRO vs VIK
+243.7%
-109.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.0% |
| 7D | +7.4% | +2.7% | +4.7% | +5.3% |
| 30D | -7.9% | +8.8% | -16.7% | -13.1% |
| 3M | -12.0% | -15.3% | +3.3% | -1.4% |
| 6M | -2.0% | +9.4% | -11.3% | -10.2% |
| YTD | +20.4% | +25.9% | -5.5% | -3.3% |
| 1Y | +24.5% | +51.0% | -26.5% | -14.8% |
| All | +133.8% | +243.7% | -109.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling