+137.7%
UAL vs JEPI
+41.6%
+96.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.4% |
| 7D | +3.5% | -0.2% | +3.7% | +4.0% |
| 30D | -16.5% | -0.6% | -15.9% | -15.2% |
| 3M | +2.8% | +4.8% | -2.0% | -7.0% |
| 6M | +17.6% | +2.1% | +15.5% | +13.4% |
| YTD | -3.2% | +4.8% | -8.0% | -11.5% |
| 1Y | +0.4% | +8.4% | -8.0% | -14.4% |
| 3Y | +128.2% | +30.8% | +97.4% | +41.2% |
| 5Y | +137.7% | +41.0% | +96.8% | +29.2% |
| All | +137.7% | +41.6% | +96.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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