+143.6%
VFC vs UPRO
+12,137.2%
-11,993.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +11.2% | -8.7% | +19.9% | +14.9% |
| 30D | +41.5% | -16.9% | +58.4% | +51.4% |
| 3M | +38.9% | -15.3% | +54.2% | +47.3% |
| 6M | +6.1% | -5.7% | +11.9% | +7.5% |
| YTD | +14.5% | +12.1% | +2.5% | +8.1% |
| 1Y | +46.0% | +16.4% | +29.5% | +35.5% |
| 3Y | +36.4% | +210.5% | -174.2% | -13.4% |
| 5Y | -67.5% | +82.4% | -149.9% | -76.7% |
| 10Y | -45.8% | +1,144.5% | -1,190.4% | -83.4% |
| All | +143.6% | +12,137.2% | -11,993.6% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling