-13.3%
VFC vs UPRO
+46.2%
-59.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.9% |
| 7D | +0.8% | +1.5% | -0.6% | -0.1% |
| 30D | -11.9% | -3.7% | -8.2% | -10.1% |
| 3M | -20.2% | +8.0% | -28.1% | -23.7% |
| 6M | -23.0% | +38.7% | -61.6% | -37.2% |
| YTD | -26.2% | +29.5% | -55.8% | -37.5% |
| 1Y | -13.3% | +46.1% | -59.4% | -31.0% |
| All | -13.3% | +46.2% | -59.5% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling