+24.9%
VSH vs UPRO
+81.0%
-56.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.3% |
| 7D | -12.9% | -8.7% | -4.3% | -8.2% |
| 30D | -36.9% | -16.9% | -20.0% | -29.6% |
| 3M | -28.8% | -15.3% | -13.5% | -21.3% |
| 6M | -30.3% | -5.7% | -24.6% | -26.2% |
| YTD | +62.4% | +12.1% | +50.3% | +57.3% |
| 1Y | +62.5% | +16.4% | +46.1% | +54.7% |
| 3Y | +7.4% | +210.5% | -203.1% | -33.6% |
| All | +24.9% | +81.0% | -56.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling