+137.1%
UPRO vs VYM
+75.8%
+61.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.2% |
| 7D | -6.0% | -1.9% | -4.1% | -0.3% |
| 30D | -5.8% | -2.6% | -3.2% | +2.4% |
| 3M | +10.8% | +3.6% | +7.2% | -0.4% |
| 6M | +31.6% | +8.7% | +22.9% | +2.7% |
| YTD | +25.4% | +14.1% | +11.3% | -16.0% |
| 1Y | +39.2% | +17.8% | +21.4% | -15.3% |
| 3Y | +218.5% | +64.5% | +154.0% | -27.2% |
| 5Y | +137.1% | +77.5% | +59.5% | -46.6% |
| All | +137.1% | +75.8% | +61.3% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling