-46.6%
VG vs UPRO
+45.8%
-92.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.6% | +4.5% |
| 7D | +5.5% | -3.8% | +9.3% | +6.4% |
| 30D | -3.6% | -8.9% | +5.3% | -1.6% |
| 3M | -4.0% | -7.4% | +3.5% | -2.7% |
| 6M | +9.4% | +1.6% | +7.8% | +5.7% |
| YTD | +86.6% | +23.2% | +63.5% | +61.4% |
| 1Y | +69.5% | +21.2% | +48.3% | +47.9% |
| All | -46.6% | +45.8% | -92.4% | -50.1% |
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