+640.3%
VEEV vs UPRO
+2,457.2%
-1,817.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | +28.8% | -0.9% | +29.7% | +29.4% |
| 3M | +54.0% | +1.9% | +52.1% | +51.9% |
| 6M | +46.0% | +33.1% | +12.8% | +29.8% |
| YTD | +23.2% | +31.8% | -8.6% | +9.9% |
| 1Y | +1.9% | +48.3% | -46.4% | -13.5% |
| 3Y | +27.0% | +221.5% | -194.5% | -24.1% |
| 5Y | -13.4% | +136.7% | -150.1% | -46.0% |
| 10Y | +575.2% | +1,179.2% | -603.9% | +79.4% |
| All | +640.3% | +2,457.2% | -1,817.0% | +22.0% |
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