-68.7%
VFC vs UPRO
+1,162.5%
-1,231.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -13.4% | -5.0% | -8.3% | -11.4% |
| 3M | -23.7% | +7.5% | -31.2% | -26.1% |
| 6M | -24.5% | +33.2% | -57.7% | -33.8% |
| YTD | -27.8% | +27.7% | -55.6% | -35.6% |
| 1Y | -13.5% | +43.0% | -56.5% | -26.7% |
| 3Y | -27.1% | +224.4% | -251.5% | -56.4% |
| 5Y | -79.0% | +135.9% | -214.9% | -86.9% |
| 10Y | -68.7% | +1,232.5% | -1,301.3% | -90.8% |
| All | -68.7% | +1,162.5% | -1,231.3% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling