+94.2%
JEPI vs URA
+409.7%
-315.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | -1.0% | -5.5% | +4.5% | -0.5% |
| 30D | -1.4% | -3.7% | +2.3% | -1.2% |
| 3M | +3.5% | -2.9% | +6.4% | +3.6% |
| 6M | +1.9% | -15.2% | +17.2% | +3.0% |
| YTD | +4.4% | +1.9% | +2.6% | +3.0% |
| 1Y | +7.2% | +6.9% | +0.3% | +4.6% |
| 3Y | +29.8% | +99.6% | -69.8% | +15.4% |
| 5Y | +41.7% | +101.2% | -59.4% | +23.2% |
| All | +94.2% | +409.7% | -315.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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