+711.4%
VEEV vs UPRO
+2,236.1%
-1,524.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -0.7% | +7.4% | -8.1% | -3.3% |
| 30D | +1.4% | -7.9% | +9.3% | +3.6% |
| 3M | +19.4% | -12.0% | +31.4% | +23.7% |
| 6M | +93.6% | -2.0% | +95.6% | +91.7% |
| YTD | +35.1% | +20.4% | +14.7% | +23.2% |
| 1Y | +3.4% | +24.5% | -21.1% | -7.1% |
| 3Y | +81.4% | +224.4% | -143.0% | +7.1% |
| 5Y | -5.1% | +97.6% | -102.7% | -37.3% |
| 10Y | +661.2% | +1,097.3% | -436.1% | +105.5% |
| All | +711.4% | +2,236.1% | -1,524.6% | +36.8% |
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 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