-51.4%
VG vs UPRO
+32.7%
-84.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -22.0% | -8.7% | -13.4% | -20.4% |
| 30D | -11.6% | -16.9% | +5.3% | -7.6% |
| 3M | -14.9% | -15.3% | +0.4% | -11.7% |
| 6M | -3.5% | -5.7% | +2.2% | -5.2% |
| YTD | +70.0% | +12.1% | +57.9% | +50.8% |
| 1Y | +50.0% | +16.4% | +33.6% | +29.6% |
| All | -51.4% | +32.7% | -84.0% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling