+96.3%
VCIT vs UPRO
+6,611.3%
-6,515.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.2% | +13.4% | +0.4% |
| 7D | +0.5% | -14.4% | +14.8% | +0.7% |
| 30D | +2.1% | -18.2% | +20.3% | +2.4% |
| 3M | -1.6% | -16.4% | +14.8% | -1.3% |
| 6M | -1.6% | -2.6% | +1.1% | -1.6% |
| YTD | -1.5% | +11.1% | -12.7% | -1.8% |
| 1Y | -0.4% | +11.8% | -12.1% | -0.7% |
| 3Y | +19.6% | +209.9% | -190.3% | +17.1% |
| 5Y | +3.3% | +80.9% | -77.6% | +1.0% |
| 10Y | +28.9% | +1,134.2% | -1,105.3% | +27.2% |
| All | +96.3% | +6,611.3% | -6,515.0% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling