+34.8%
UL vs JEPI
+93.8%
-59.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -3.4% | -1.0% | -2.4% | -2.7% |
| 30D | +0.5% | -1.4% | +1.9% | +1.5% |
| 3M | +7.2% | +3.5% | +3.7% | +4.8% |
| 6M | -3.1% | +1.9% | -5.0% | -4.2% |
| YTD | -2.7% | +4.4% | -7.2% | -5.4% |
| 1Y | -10.2% | +7.2% | -17.4% | -14.2% |
| 3Y | +20.3% | +29.8% | -9.5% | -1.0% |
| 5Y | +19.9% | +41.7% | -21.8% | -8.2% |
| All | +34.8% | +93.8% | -59.0% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling