+789.2%
VGT vs UPRO
+1,226.0%
-436.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -1.0% | -6.0% | +5.0% | +1.6% |
| 30D | -0.4% | -5.8% | +5.3% | +2.1% |
| 3M | +6.6% | +10.8% | -4.2% | +1.9% |
| 6M | +31.0% | +31.6% | -0.5% | +16.0% |
| YTD | +27.2% | +25.4% | +1.9% | +14.9% |
| 1Y | +34.5% | +39.2% | -4.8% | +15.8% |
| 3Y | +123.1% | +218.5% | -95.4% | +30.8% |
| 5Y | +135.1% | +137.1% | -2.0% | +44.4% |
| All | +789.2% | +1,226.0% | -436.8% | +135.9% |
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