+581.4%
VMC vs UPRO
+14,289.1%
-13,707.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -8.2% | -0.9% | -7.4% | -8.0% |
| 3M | -7.0% | +1.9% | -9.0% | -8.3% |
| 6M | -10.8% | +33.1% | -43.9% | -20.4% |
| YTD | -7.4% | +31.8% | -39.2% | -17.4% |
| 1Y | -9.5% | +48.3% | -57.8% | -23.1% |
| 3Y | +20.5% | +221.5% | -201.0% | -27.5% |
| 5Y | +51.6% | +136.7% | -85.2% | -6.3% |
| 10Y | +150.0% | +1,179.2% | -1,029.1% | -39.4% |
| All | +581.4% | +14,289.1% | -13,707.7% | -52.0% |
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 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