+179.5%
VSH vs UPRO
+1,162.5%
-983.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | +3.5% | -1.3% | +4.8% | +4.1% |
| 30D | -4.4% | -5.0% | +0.7% | -2.0% |
| 3M | -45.8% | +7.5% | -53.3% | -47.3% |
| 6M | +90.1% | +33.2% | +56.9% | +67.8% |
| YTD | +120.3% | +27.7% | +92.6% | +98.2% |
| 1Y | +112.2% | +43.0% | +69.2% | +81.6% |
| 3Y | +36.6% | +224.4% | -187.9% | -21.3% |
| 5Y | +67.0% | +135.9% | -68.8% | +0.5% |
| 10Y | +179.5% | +1,232.5% | -1,053.0% | -38.6% |
| All | +179.5% | +1,162.5% | -983.1% | -38.6% |
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