+31.5%
VCIT vs UPRO
+1,130.0%
-1,098.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.1% |
| 7D | -0.5% | -3.8% | +3.3% | -0.4% |
| 30D | +1.5% | -8.9% | +10.3% | +1.7% |
| 3M | -1.0% | -7.4% | +6.5% | -0.8% |
| 6M | -1.7% | +1.6% | -3.2% | -1.9% |
| YTD | -1.4% | +23.2% | -24.5% | -2.3% |
| 1Y | -0.9% | +21.2% | -22.2% | -1.8% |
| 3Y | +19.8% | +230.8% | -211.0% | +14.1% |
| 5Y | +4.6% | +106.7% | -102.1% | -0.3% |
| 10Y | +31.5% | +1,125.0% | -1,093.5% | +22.1% |
| All | +31.5% | +1,130.0% | -1,098.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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