+646.8%
VMC vs UPRO
+12,842.3%
-12,195.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +1.1% | -2.9% | +4.0% | +1.9% |
| 30D | +17.7% | -12.4% | +30.1% | +22.7% |
| 3M | +1.1% | -11.9% | +12.9% | +5.0% |
| 6M | +1.8% | -1.7% | +3.5% | +1.0% |
| YTD | +1.5% | +18.5% | -17.0% | -6.6% |
| 1Y | -1.1% | +17.5% | -18.6% | -8.9% |
| 3Y | +38.8% | +218.4% | -179.6% | -16.6% |
| 5Y | +49.6% | +99.1% | -49.6% | -1.9% |
| 10Y | +130.6% | +1,071.1% | -940.5% | -42.6% |
| All | +646.8% | +12,842.3% | -12,195.6% | -45.8% |
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