+40.9%
JEPI vs UPST
-90.4%
+131.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.4% |
| 7D | -1.1% | -8.1% | +7.0% | -0.8% |
| 30D | -1.3% | -14.3% | +13.0% | -0.7% |
| 3M | +3.3% | -16.6% | +20.0% | +4.0% |
| 6M | +1.0% | -7.3% | +8.3% | +0.9% |
| YTD | +4.2% | -40.8% | +45.0% | +5.8% |
| 1Y | +7.9% | -62.4% | +70.4% | +11.2% |
| 3Y | +30.0% | -15.3% | +45.3% | +26.5% |
| 5Y | +40.9% | -91.1% | +132.0% | +37.6% |
| All | +40.9% | -90.4% | +131.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling