-34.0%
ADBE vs JEPI
+93.8%
-127.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.3% |
| 7D | -5.4% | -1.0% | -4.4% | -3.8% |
| 30D | -2.5% | -1.4% | -1.1% | -0.2% |
| 3M | +15.3% | +3.5% | +11.7% | +9.2% |
| 6M | -7.8% | +1.9% | -9.8% | -10.9% |
| YTD | -27.9% | +4.4% | -32.4% | -33.1% |
| 1Y | -28.0% | +7.2% | -35.2% | -36.0% |
| 3Y | -55.3% | +29.8% | -85.1% | -71.3% |
| 5Y | -61.7% | +41.7% | -103.4% | -78.3% |
| All | -34.0% | +93.8% | -127.8% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling