+16.0%
VEEV vs UPRO
+218.6%
-202.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -7.1% | -1.3% | -5.8% | -6.8% |
| 30D | +11.1% | -5.0% | +16.2% | +12.6% |
| 3M | +55.5% | +7.5% | +48.0% | +52.3% |
| 6M | +33.4% | +33.2% | +0.1% | +23.1% |
| YTD | +16.8% | +27.7% | -10.9% | +8.9% |
| 1Y | -7.7% | +43.0% | -50.8% | -16.7% |
| All | +16.0% | +218.6% | -202.6% | -23.8% |
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