+223.0%
VT vs UPRO
+1,173.4%
-950.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +1.0% | -0.9% | +1.9% | +1.2% |
| 3M | +2.4% | +1.9% | +0.4% | +1.4% |
| 6M | +12.0% | +33.1% | -21.1% | +1.7% |
| YTD | +15.3% | +31.8% | -16.5% | +4.8% |
| 1Y | +22.6% | +48.3% | -25.7% | +7.0% |
| 3Y | +74.7% | +221.5% | -146.8% | +14.2% |
| 5Y | +66.1% | +136.7% | -70.6% | +10.9% |
| All | +223.0% | +1,173.4% | -950.4% | +5.6% |
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 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