+127.4%
VTR vs UPRO
+226.4%
-99.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +0.2% | +7.4% | -7.2% | -0.3% |
| 30D | +5.5% | -7.9% | +13.4% | +5.9% |
| 3M | -0.9% | -12.0% | +11.1% | -0.2% |
| 6M | -0.4% | -2.0% | +1.5% | -0.8% |
| YTD | +17.0% | +20.4% | -3.4% | +13.7% |
| 1Y | +18.0% | +24.5% | -6.5% | +14.0% |
| 3Y | +127.4% | +224.4% | -97.0% | +50.2% |
| All | +127.4% | +226.4% | -99.0% | +50.2% |
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