+573.7%
VSH vs UPRO
+12,842.4%
-12,268.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | -18.9% | -11.9% | -7.1% | -12.6% |
| 6M | -21.4% | -1.7% | -19.8% | -18.8% |
| YTD | +86.8% | +18.5% | +68.3% | +75.6% |
| 1Y | +85.8% | +17.5% | +68.3% | +75.5% |
| 3Y | +30.1% | +218.4% | -188.2% | -26.2% |
| 5Y | +42.8% | +99.1% | -56.3% | -9.5% |
| 10Y | +121.2% | +1,071.1% | -949.9% | -56.4% |
| All | +573.7% | +12,842.4% | -12,268.6% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling