-39.3%
VG vs UPRO
+56.0%
-95.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +16.0% | -0.9% | +16.9% | +16.1% |
| 3M | +9.7% | +1.9% | +7.8% | +7.9% |
| 6M | +29.6% | +33.1% | -3.5% | +10.9% |
| YTD | +112.0% | +31.8% | +80.2% | +81.2% |
| 1Y | +12.8% | +48.3% | -35.5% | -9.6% |
| All | -39.3% | +56.0% | -95.3% | -44.0% |
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