+314.1%
VOO vs UPRO
+1,226.0%
-912.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -2.0% | -6.0% | +4.0% | +0.1% |
| 30D | -1.7% | -5.8% | +4.1% | +0.3% |
| 3M | +4.7% | +10.8% | -6.1% | +0.8% |
| 6M | +12.6% | +31.6% | -19.0% | +1.7% |
| YTD | +11.8% | +25.4% | -13.6% | +2.4% |
| 1Y | +17.5% | +39.2% | -21.7% | +3.5% |
| 3Y | +77.0% | +218.5% | -141.5% | +12.4% |
| 5Y | +82.6% | +137.1% | -54.5% | +18.5% |
| All | +314.1% | +1,226.0% | -912.0% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling