+4.1%
VCIT vs UPRO
+95.9%
-91.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.1% |
| 7D | -1.4% | +7.4% | -8.8% | -1.8% |
| 30D | +0.6% | -7.9% | +8.5% | +0.9% |
| 3M | -2.2% | -12.0% | +9.8% | -1.8% |
| 6M | -2.3% | -2.0% | -0.4% | -2.4% |
| YTD | -2.2% | +20.4% | -22.6% | -3.4% |
| 1Y | -1.4% | +24.5% | -25.9% | -2.7% |
| 3Y | +18.7% | +224.4% | -205.6% | +10.1% |
| All | +4.1% | +95.9% | -91.8% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling