+1,112.0%
VST vs UPRO
+1,093.1%
+19.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.8% | +9.7% | +10.3% |
| 7D | -9.8% | -8.7% | -1.1% | -7.3% |
| 30D | -25.1% | -16.9% | -8.2% | -20.3% |
| 3M | -11.6% | -15.3% | +3.7% | -6.6% |
| 6M | -20.9% | -5.7% | -15.2% | -19.8% |
| YTD | -22.3% | +12.1% | -34.4% | -26.1% |
| 1Y | -32.0% | +16.4% | -48.4% | -36.3% |
| 3Y | +262.4% | +210.5% | +51.9% | +152.3% |
| 5Y | +563.4% | +82.4% | +481.0% | +397.8% |
| All | +1,112.0% | +1,093.1% | +19.0% | +411.8% |
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