+152.5%
VMC vs UPRO
+1,162.5%
-1,010.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.8% |
| 7D | -5.3% | -1.3% | -4.0% | -5.0% |
| 30D | -12.3% | -5.0% | -7.2% | -10.9% |
| 3M | -10.3% | +7.5% | -17.8% | -12.6% |
| 6M | -8.6% | +33.2% | -41.8% | -17.2% |
| YTD | -11.9% | +27.7% | -39.6% | -19.3% |
| 1Y | -13.9% | +43.0% | -56.9% | -24.2% |
| 3Y | +18.2% | +224.4% | -206.3% | -23.5% |
| 5Y | +47.7% | +135.9% | -88.1% | -1.4% |
| 10Y | +152.5% | +1,232.5% | -1,080.0% | -28.0% |
| All | +152.5% | +1,162.5% | -1,010.1% | -28.0% |
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 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