+634.8%
VMC vs UPRO
+12,137.2%
-11,502.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +0.5% | -8.7% | +9.2% | +3.5% |
| 30D | +15.8% | -16.9% | +32.7% | +23.1% |
| 3M | +0.6% | -15.3% | +15.8% | +6.0% |
| 6M | -4.0% | -5.7% | +1.7% | -3.4% |
| YTD | -0.3% | +12.1% | -12.4% | -6.4% |
| 1Y | -0.5% | +16.4% | -16.9% | -8.0% |
| 3Y | +39.6% | +210.5% | -171.0% | -15.4% |
| 5Y | +50.1% | +82.4% | -32.3% | +1.7% |
| 10Y | +164.4% | +1,144.5% | -980.1% | -36.2% |
| All | +634.8% | +12,137.2% | -11,502.3% | -45.5% |
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