+72.5%
JEPI vs UPST
-24.8%
+97.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.2% |
| 7D | +2.7% | -10.6% | +13.4% | +3.0% |
| 30D | +2.5% | -14.0% | +16.5% | +2.9% |
| 3M | +1.9% | -36.8% | +38.8% | +3.2% |
| 6M | +7.7% | -27.5% | +35.3% | +8.5% |
| YTD | +8.2% | -55.3% | +63.4% | +10.2% |
| 1Y | +10.4% | -47.5% | +57.9% | +11.9% |
| 3Y | +36.5% | -10.4% | +47.0% | +34.3% |
| 5Y | +44.2% | -92.6% | +136.8% | +41.9% |
| All | +72.5% | -24.8% | +97.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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