+227.8%
VST vs UPRO
+208.2%
+19.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.2% | +7.0% | +1.9% |
| 7D | -19.9% | -14.4% | -5.5% | -12.8% |
| 30D | -29.7% | -18.2% | -11.4% | -20.9% |
| 3M | -19.6% | -16.4% | -3.2% | -11.0% |
| 6M | -29.4% | -2.6% | -26.8% | -30.0% |
| YTD | -29.7% | +11.1% | -40.9% | -36.5% |
| 1Y | -40.0% | +11.8% | -51.8% | -46.3% |
| All | +227.8% | +208.2% | +19.6% | +96.8% |
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 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