+113.0%
VWO vs UPRO
+1,258.3%
-1,145.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | 0.0% |
| 7D | -1.8% | -2.5% | +0.8% | -1.1% |
| 30D | -0.1% | -4.2% | +4.1% | +1.0% |
| 3M | +2.2% | +8.1% | -5.8% | -0.1% |
| 6M | +8.8% | +35.2% | -26.5% | 0.0% |
| YTD | +12.4% | +28.4% | -16.0% | +4.5% |
| 1Y | +15.6% | +39.3% | -23.7% | +4.9% |
| 3Y | +62.5% | +219.9% | -157.4% | +12.9% |
| 5Y | +34.3% | +142.8% | -108.6% | -6.6% |
| All | +113.0% | +1,258.3% | -1,145.3% | -28.5% |
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