+212.4%
URI vs JEPI
+40.2%
+172.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.5% |
| 7D | +5.0% | -1.1% | +6.1% | +7.3% |
| 30D | -9.4% | -1.3% | -8.1% | -7.2% |
| 3M | -5.8% | +3.3% | -9.2% | -11.9% |
| 6M | +25.8% | +1.0% | +24.8% | +23.7% |
| YTD | +27.9% | +4.2% | +23.7% | +18.3% |
| 1Y | +9.7% | +7.9% | +1.8% | -5.1% |
| 3Y | +128.0% | +30.0% | +98.0% | +39.6% |
| 5Y | +212.4% | +40.9% | +171.5% | +70.5% |
| All | +212.4% | +40.2% | +172.2% | +70.5% |
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