-34.7%
UPS vs JEPI
+41.5%
-76.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.6% |
| 7D | -2.0% | -1.0% | -1.0% | -0.7% |
| 30D | -2.0% | -1.4% | -0.5% | -0.1% |
| 3M | -6.2% | +3.5% | -9.8% | -10.5% |
| 6M | +2.8% | +1.9% | +0.8% | +0.3% |
| YTD | +5.9% | +4.4% | +1.5% | +0.2% |
| 1Y | +26.2% | +7.2% | +19.0% | +15.4% |
| 3Y | -26.0% | +29.8% | -55.8% | -47.6% |
| All | -34.7% | +41.5% | -76.1% | -58.5% |
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 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