+92.8%
JEPI vs UUUU
+711.3%
-618.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.2% |
| 7D | -2.0% | -5.0% | +3.0% | -1.8% |
| 30D | -2.0% | -7.8% | +5.8% | -1.8% |
| 3M | +3.8% | -0.4% | +4.2% | +3.6% |
| 6M | +0.8% | -32.9% | +33.7% | +1.9% |
| YTD | +3.7% | -6.3% | +10.0% | +2.7% |
| 1Y | +7.1% | +7.9% | -0.8% | +4.6% |
| 3Y | +29.4% | +85.2% | -55.8% | +20.4% |
| 5Y | +40.8% | +97.0% | -56.2% | +28.3% |
| All | +92.8% | +711.3% | -618.5% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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