+150.0%
VFC vs UPRO
+12,988.5%
-12,838.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | -0.2% |
| 7D | +7.7% | -0.9% | +8.6% | +7.6% |
| 30D | +39.2% | -11.4% | +50.6% | +45.1% |
| 3M | +40.3% | -10.9% | +51.2% | +45.7% |
| 6M | +11.4% | -0.5% | +11.9% | +10.3% |
| YTD | +17.5% | +19.9% | -2.3% | +7.9% |
| 1Y | +45.9% | +24.2% | +21.7% | +31.8% |
| 3Y | +47.3% | +236.9% | -189.6% | -9.4% |
| 5Y | -67.2% | +96.6% | -163.8% | -77.2% |
| 10Y | -46.1% | +1,091.6% | -1,137.7% | -83.3% |
| All | +150.0% | +12,988.5% | -12,838.5% | -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