+70.6%
VZ vs UPRO
+1,064.0%
-993.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | +2.4% | -2.9% | +5.2% | +2.6% |
| 30D | +11.2% | -12.4% | +23.6% | +12.6% |
| 3M | 0.0% | -11.9% | +11.8% | +1.1% |
| 6M | +1.3% | -1.7% | +2.9% | +0.7% |
| YTD | +21.3% | +18.5% | +2.7% | +17.1% |
| 1Y | +23.9% | +17.5% | +6.4% | +19.7% |
| 3Y | +57.7% | +218.4% | -160.7% | +27.6% |
| 5Y | +21.2% | +99.1% | -77.9% | +0.6% |
| 10Y | +70.6% | +1,071.1% | -1,000.5% | -10.5% |
| All | +70.6% | +1,064.0% | -993.4% | -10.5% |
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