+148.0%
UPRO vs VIK
+225.3%
-77.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +1.1% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | -5.0% | -18.0% | +13.0% | +8.8% |
| 3M | +7.5% | -5.8% | +13.3% | +10.7% |
| 6M | +33.2% | +17.2% | +16.1% | +14.2% |
| YTD | +27.7% | +19.1% | +8.6% | +6.7% |
| 1Y | +43.0% | +33.6% | +9.4% | +7.4% |
| All | +148.0% | +225.3% | -77.3% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling