+836.0%
URI vs JEPI
+100.3%
+735.6%
-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 | +2.4% | -0.1% | +2.5% | +3.0% |
| 30D | +8.9% | +2.2% | +6.7% | +4.5% |
| 3M | +0.8% | +2.0% | -1.2% | -2.9% |
| 6M | +23.1% | +7.7% | +15.4% | +6.3% |
| YTD | +43.1% | +8.0% | +35.1% | +23.5% |
| 1Y | +35.7% | +9.7% | +26.0% | +13.7% |
| 3Y | +158.2% | +36.3% | +121.9% | +43.0% |
| 5Y | +212.6% | +44.6% | +167.9% | +59.7% |
| All | +836.0% | +100.3% | +735.6% | +113.2% |
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