+48.7%
ADP vs JEPI
+44.0%
+4.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.2% | +2.7% | -0.5% | -1.0% |
| 30D | +10.6% | +2.5% | +8.0% | +7.0% |
| 3M | +12.9% | +1.9% | +11.0% | +10.1% |
| 6M | +50.6% | +7.7% | +42.9% | +37.3% |
| YTD | +23.2% | +8.2% | +15.0% | +11.3% |
| 1Y | +25.3% | +10.4% | +14.9% | +10.3% |
| 3Y | +47.1% | +36.5% | +10.6% | -3.3% |
| All | +48.7% | +44.0% | +4.6% | -8.0% |
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 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