+1,186.4%
UPRO vs VYM
+209.2%
+977.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +0.4% |
| 7D | -2.5% | -0.8% | -1.7% | -0.1% |
| 30D | -4.2% | -2.2% | -2.0% | +2.6% |
| 3M | +8.1% | +3.1% | +5.0% | -0.9% |
| 6M | +35.2% | +9.7% | +25.5% | +4.0% |
| YTD | +28.4% | +14.9% | +13.5% | -13.7% |
| 1Y | +39.3% | +17.6% | +21.7% | -12.2% |
| 3Y | +219.9% | +65.3% | +154.6% | -19.1% |
| 5Y | +142.8% | +78.7% | +64.1% | -40.6% |
| All | +1,186.4% | +209.2% | +977.3% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling