+34.3%
UPS vs JEPI
+93.4%
-59.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.5% |
| 7D | -3.7% | -1.1% | -2.5% | -2.2% |
| 30D | -3.7% | -1.3% | -2.5% | -2.0% |
| 3M | -6.6% | +3.3% | -9.9% | -10.5% |
| 6M | +2.6% | +1.0% | +1.6% | +1.3% |
| YTD | +4.8% | +4.2% | +0.5% | -0.7% |
| 1Y | +25.3% | +7.9% | +17.4% | +13.3% |
| 3Y | -26.9% | +30.0% | -56.9% | -48.8% |
| 5Y | -33.5% | +40.9% | -74.4% | -57.8% |
| All | +34.3% | +93.4% | -59.1% | -49.2% |
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 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