+52.7%
VMC vs UPRO
+136.1%
-83.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.1% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | -9.1% | -3.7% | -5.4% | -8.1% |
| 3M | -4.1% | +8.0% | -12.1% | -6.9% |
| 6M | -5.5% | +38.7% | -44.2% | -15.7% |
| YTD | -8.9% | +29.5% | -38.5% | -17.1% |
| 1Y | -12.9% | +46.1% | -59.0% | -24.1% |
| 3Y | +22.1% | +229.1% | -207.0% | -23.0% |
| 5Y | +52.7% | +136.0% | -83.3% | +0.1% |
| All | +52.7% | +136.1% | -83.4% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling