+837.6%
URI vs JEPI
+101.5%
+736.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +2.3% |
| 7D | +2.6% | -0.1% | +2.7% | +3.2% |
| 30D | +9.1% | +2.8% | +6.3% | +3.4% |
| 3M | +1.0% | +2.6% | -1.6% | -3.9% |
| 6M | +23.3% | +8.4% | +15.0% | +5.2% |
| YTD | +43.3% | +8.6% | +34.7% | +22.3% |
| 1Y | +35.9% | +10.4% | +25.5% | +12.5% |
| 3Y | +158.6% | +37.1% | +121.5% | +41.6% |
| 5Y | +213.1% | +45.5% | +167.6% | +58.1% |
| All | +837.6% | +101.5% | +736.1% | +111.0% |
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