+167.0%
UPRO vs VSXY
+37.4%
+129.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.9% |
| 7D | +0.1% | -14.0% | +14.1% | +4.0% |
| 30D | -0.9% | -15.9% | +15.0% | +3.4% |
| 3M | +1.9% | +3.4% | -1.5% | -0.4% |
| 6M | +33.1% | +25.9% | +7.2% | +17.3% |
| YTD | +31.8% | +39.5% | -7.7% | +11.3% |
| 1Y | +48.3% | +194.4% | -146.1% | -4.1% |
| 3Y | +221.5% | +281.4% | -59.9% | +62.5% |
| 5Y | +136.7% | +12.8% | +124.0% | +75.1% |
| All | +167.0% | +37.4% | +129.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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