-50.2%
VFC vs UPRO
+1,102.3%
-1,152.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.5% |
| 7D | -1.4% | +9.7% | -11.1% | -5.4% |
| 30D | +24.6% | -9.8% | +34.4% | +29.3% |
| 3M | +38.4% | -9.1% | +47.5% | +42.9% |
| 6M | +15.3% | +0.9% | +14.4% | +13.3% |
| YTD | +12.7% | +21.9% | -9.1% | +1.7% |
| 1Y | +32.7% | +19.8% | +12.9% | +20.5% |
| 3Y | +43.7% | +227.4% | -183.7% | -14.6% |
| 5Y | -69.2% | +100.1% | -169.2% | -79.6% |
| All | -50.2% | +1,102.3% | -1,152.5% | -85.8% |
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