+721.3%
URI vs JEPI
+95.7%
+625.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.3% |
| 7D | -2.0% | -0.3% | -1.6% | -1.3% |
| 30D | -12.9% | +0.1% | -13.1% | -13.2% |
| 3M | -6.7% | +4.8% | -11.5% | -15.1% |
| 6M | +19.0% | +1.0% | +18.0% | +17.0% |
| YTD | +25.5% | +5.5% | +20.0% | +13.3% |
| 1Y | +5.5% | +9.2% | -3.7% | -10.9% |
| 3Y | +111.3% | +31.2% | +80.1% | +26.5% |
| 5Y | +198.6% | +41.4% | +157.2% | +59.5% |
| All | +721.3% | +95.7% | +625.6% | +95.6% |
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