+226.5%
UPRO vs VLTO
+54.1%
+172.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.4% | -12.8% | -12.9% |
| 7D | -14.4% | +12.0% | -26.4% | -21.7% |
| 30D | -18.2% | +20.8% | -39.1% | -29.8% |
| 3M | -16.4% | +20.1% | -36.5% | -28.0% |
| 6M | -2.6% | +32.6% | -35.3% | -24.3% |
| YTD | +11.1% | +17.3% | -6.2% | -3.2% |
| 1Y | +11.8% | +17.3% | -5.5% | -3.1% |
| 3Y | +209.9% | +66.9% | +143.0% | +123.8% |
| All | +226.5% | +54.1% | +172.3% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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