+212.3%
UPRO vs VYM
+64.0%
+148.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.3% |
| 7D | -6.0% | -1.9% | -4.1% | -0.6% |
| 30D | -5.8% | -2.6% | -3.2% | +1.9% |
| 3M | +10.8% | +3.6% | +7.2% | +0.3% |
| 6M | +31.6% | +8.7% | +22.9% | +4.3% |
| YTD | +25.4% | +14.1% | +11.3% | -13.8% |
| 1Y | +39.2% | +17.8% | +21.4% | -12.4% |
| All | +212.3% | +64.0% | +148.3% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling