-67.9%
VFC vs UPRO
+81.0%
-148.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +11.2% | -8.7% | +19.9% | +15.8% |
| 30D | +41.5% | -16.9% | +58.4% | +54.0% |
| 3M | +38.9% | -15.3% | +54.2% | +49.4% |
| 6M | +6.1% | -5.7% | +11.9% | +7.5% |
| YTD | +14.5% | +12.1% | +2.5% | +5.8% |
| 1Y | +46.0% | +16.4% | +29.5% | +32.0% |
| 3Y | +36.4% | +210.5% | -174.2% | -22.3% |
| All | -67.9% | +81.0% | -148.9% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling