+35.8%
UL vs JEPI
+93.4%
-57.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -3.2% | -1.1% | -2.1% | -2.5% |
| 30D | -0.6% | -1.3% | +0.7% | +0.3% |
| 3M | +9.4% | +3.3% | +6.1% | +7.1% |
| 6M | -4.1% | +1.0% | -5.1% | -4.7% |
| YTD | -2.0% | +4.2% | -6.2% | -4.5% |
| 1Y | -9.0% | +7.9% | -16.9% | -13.4% |
| 3Y | +21.8% | +30.0% | -8.2% | +0.1% |
| 5Y | +20.6% | +40.9% | -20.3% | -7.2% |
| All | +35.8% | +93.4% | -57.6% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling