+500.1%
VST vs UPRO
+80.0%
+420.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.2% | +7.0% | -0.6% |
| 7D | -19.9% | -14.4% | -5.5% | -15.0% |
| 30D | -29.7% | -18.2% | -11.4% | -23.7% |
| 3M | -19.6% | -16.4% | -3.2% | -13.6% |
| 6M | -29.4% | -2.6% | -26.8% | -29.4% |
| YTD | -29.7% | +11.1% | -40.9% | -33.8% |
| 1Y | -40.0% | +11.8% | -51.8% | -43.8% |
| 3Y | +231.0% | +209.9% | +21.1% | +124.3% |
| 5Y | +500.1% | +80.9% | +419.2% | +321.3% |
| All | +500.1% | +80.0% | +420.1% | +321.3% |
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