+654.5%
VST vs UPRO
+94.1%
+560.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.0% | +0.4% | +4.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.7% |
| 30D | -17.1% | -11.4% | -5.6% | -13.0% |
| 3M | -4.6% | -10.9% | +6.3% | -0.2% |
| 6M | -9.1% | -0.5% | -8.5% | -9.7% |
| YTD | -16.6% | +19.9% | -36.5% | -23.9% |
| 1Y | -29.5% | +24.2% | -53.7% | -36.7% |
| 3Y | +297.5% | +236.9% | +60.6% | +160.6% |
| 5Y | +654.5% | +96.6% | +558.0% | +412.9% |
| All | +654.5% | +94.1% | +560.5% | +412.9% |
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