+94.2%
JEPI vs ULTA
+156.3%
-62.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -1.0% | -3.1% | +2.1% | -0.6% |
| 30D | -1.4% | +2.8% | -4.2% | -1.8% |
| 3M | +3.5% | +14.8% | -11.2% | +1.5% |
| 6M | +1.9% | -16.2% | +18.2% | +3.8% |
| YTD | +4.4% | -9.6% | +14.1% | +5.2% |
| 1Y | +7.2% | +4.8% | +2.4% | +5.6% |
| 3Y | +29.8% | +30.7% | -0.9% | +21.6% |
| 5Y | +41.7% | +45.9% | -4.2% | +29.2% |
| All | +94.2% | +156.3% | -62.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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