-1.2%
VMC vs UPRO
+19.8%
-21.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.2% |
| 7D | -1.3% | +7.4% | -8.7% | -3.2% |
| 30D | +15.5% | -7.9% | +23.3% | +17.5% |
| 3M | +0.6% | -12.0% | +12.6% | +3.5% |
| 6M | +2.1% | -2.0% | +4.0% | +1.6% |
| YTD | -1.6% | +20.4% | -22.0% | -8.9% |
| 1Y | -1.2% | +24.5% | -25.7% | -9.3% |
| All | -1.2% | +19.8% | -21.0% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling