+65.5%
VZ vs UPRO
+1,093.1%
-1,027.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.0% |
| 7D | +2.1% | -8.7% | +10.8% | +3.1% |
| 30D | +1.4% | -16.9% | +18.3% | +3.3% |
| 3M | -1.3% | -15.3% | +14.0% | +0.3% |
| 6M | -0.5% | -5.7% | +5.2% | -0.6% |
| YTD | +19.6% | +12.1% | +7.6% | +16.4% |
| 1Y | +22.4% | +16.4% | +6.0% | +18.3% |
| 3Y | +55.9% | +210.5% | -154.6% | +26.4% |
| 5Y | +20.4% | +82.4% | -62.0% | +1.1% |
| All | +65.5% | +1,093.1% | -1,027.5% | -12.1% |
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