+34.0%
VSH vs UPRO
+240.0%
-206.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +5.3% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | -4.2% | -0.9% | -3.3% | -3.6% |
| 3M | -50.0% | +1.9% | -51.9% | -50.2% |
| 6M | +80.2% | +33.1% | +47.1% | +50.9% |
| YTD | +121.1% | +31.8% | +89.3% | +85.9% |
| 1Y | +112.0% | +48.3% | +63.7% | +66.0% |
| All | +34.0% | +240.0% | -206.0% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling