+76.5%
VUG vs UPRO
+137.3%
-60.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -0.3% | -0.9% | +0.6% | 0.0% |
| 3M | -0.7% | +1.9% | -2.6% | -1.9% |
| 6M | +14.6% | +33.1% | -18.5% | +0.5% |
| YTD | +9.0% | +31.8% | -22.8% | -4.2% |
| 1Y | +14.9% | +48.3% | -33.4% | -4.5% |
| 3Y | +86.0% | +221.5% | -135.4% | +5.2% |
| All | +76.5% | +137.3% | -60.8% | +5.2% |
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 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