+262.4%
VST vs UPRO
+210.8%
+51.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.8% | +9.7% | +10.0% |
| 7D | -9.8% | -8.7% | -1.1% | -5.5% |
| 30D | -25.1% | -16.9% | -8.2% | -16.7% |
| 3M | -11.6% | -15.3% | +3.7% | -3.0% |
| 6M | -20.9% | -5.7% | -15.2% | -19.8% |
| YTD | -22.3% | +12.1% | -34.4% | -30.2% |
| 1Y | -32.0% | +16.4% | -48.4% | -40.7% |
| 3Y | +262.4% | +210.5% | +51.9% | +116.6% |
| All | +262.4% | +210.8% | +51.6% | +116.6% |
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 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