+81.4%
VEEV vs UPRO
+226.4%
-145.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -0.7% | +7.4% | -8.1% | -2.4% |
| 30D | +1.4% | -7.9% | +9.3% | +2.9% |
| 3M | +19.4% | -12.0% | +31.4% | +22.3% |
| 6M | +93.6% | -2.0% | +95.6% | +92.7% |
| YTD | +35.1% | +20.4% | +14.7% | +27.3% |
| 1Y | +3.4% | +24.5% | -21.1% | -3.5% |
| 3Y | +81.4% | +224.4% | -143.0% | +13.5% |
| All | +81.4% | +226.4% | -145.0% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling