-48.6%
VFC vs UPRO
+1,087.5%
-1,136.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +3.8% |
| 7D | +1.6% | +7.4% | -5.8% | -1.7% |
| 30D | +25.5% | -7.9% | +33.4% | +29.0% |
| 3M | +41.3% | -12.0% | +53.3% | +48.0% |
| 6M | +22.2% | -2.0% | +24.2% | +21.6% |
| YTD | +16.4% | +20.4% | -4.0% | +5.5% |
| 1Y | +38.4% | +24.5% | +13.9% | +23.7% |
| 3Y | +56.2% | +224.4% | -168.1% | -6.8% |
| 5Y | -68.2% | +97.6% | -165.8% | -78.8% |
| All | -48.6% | +1,087.5% | -1,136.1% | -85.3% |
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