+121.2%
VSH vs UPRO
+1,064.0%
-942.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +2.0% |
| 7D | -1.6% | -2.9% | +1.3% | +0.3% |
| 30D | -21.3% | -12.4% | -8.9% | -15.1% |
| 3M | -18.9% | -11.9% | -7.1% | -12.8% |
| 6M | -21.4% | -1.7% | -19.8% | -18.8% |
| YTD | +86.8% | +18.5% | +68.3% | +76.4% |
| 1Y | +85.8% | +17.5% | +68.3% | +76.2% |
| 3Y | +30.1% | +218.4% | -188.2% | -22.8% |
| 5Y | +42.8% | +99.1% | -56.3% | -5.4% |
| 10Y | +121.2% | +1,071.1% | -949.9% | -48.9% |
| All | +121.2% | +1,064.0% | -942.8% | -48.9% |
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