-51.4%
VG vs UPRO
+31.6%
-83.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.2% | +9.2% | -0.5% |
| 7D | -22.0% | -14.4% | -7.6% | -19.0% |
| 30D | -14.7% | -18.2% | +3.5% | -10.4% |
| 3M | -7.1% | -16.4% | +9.3% | -3.3% |
| 6M | -11.2% | -2.6% | -8.5% | -14.2% |
| YTD | +69.8% | +11.1% | +58.7% | +51.0% |
| 1Y | +49.9% | +11.8% | +38.1% | +32.5% |
| All | -51.4% | +31.6% | -83.0% | -53.3% |
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