+66.7%
VSH vs UPRO
+136.1%
-69.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.1% |
| 7D | +6.2% | +1.5% | +4.7% | +5.3% |
| 30D | -11.1% | -3.7% | -7.4% | -9.4% |
| 3M | -44.9% | +8.0% | -52.9% | -46.6% |
| 6M | +90.0% | +38.7% | +51.3% | +63.2% |
| YTD | +118.8% | +29.5% | +89.2% | +94.2% |
| 1Y | +109.0% | +46.1% | +62.9% | +75.7% |
| 3Y | +35.6% | +229.1% | -193.4% | -20.8% |
| 5Y | +66.7% | +136.0% | -69.3% | +3.0% |
| All | +66.7% | +136.1% | -69.4% | +3.0% |
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