+1,354.3%
VUG vs UPRO
+14,289.1%
-12,934.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | -0.9% | +0.6% | 0.0% |
| 3M | -0.7% | +1.9% | -2.6% | -1.7% |
| 6M | +14.6% | +33.1% | -18.5% | +2.5% |
| YTD | +9.0% | +31.8% | -22.8% | -2.4% |
| 1Y | +14.9% | +48.3% | -33.4% | -1.8% |
| 3Y | +86.0% | +221.5% | -135.4% | +15.2% |
| 5Y | +76.7% | +136.7% | -60.1% | +14.4% |
| 10Y | +411.3% | +1,179.2% | -767.9% | +55.3% |
| All | +1,354.3% | +14,289.1% | -12,934.8% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling