+13,114.2%
UPRO vs VYM
+792.5%
+12,321.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -0.4% |
| 7D | +1.5% | +0.1% | +1.3% | +1.1% |
| 30D | -3.7% | -1.3% | -2.4% | +0.2% |
| 3M | +8.0% | +4.1% | +3.9% | -4.0% |
| 6M | +38.7% | +9.8% | +28.9% | +5.5% |
| YTD | +29.5% | +15.3% | +14.2% | -15.0% |
| 1Y | +46.1% | +20.0% | +26.1% | -14.8% |
| 3Y | +229.1% | +66.2% | +162.8% | -22.0% |
| 5Y | +136.0% | +77.5% | +58.5% | -44.4% |
| 10Y | +1,155.3% | +201.7% | +953.5% | -10.3% |
| All | +13,114.2% | +792.5% | +12,321.7% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling