+231.7%
ALL vs JEPI
+100.7%
+131.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +5.0% | +2.7% | +2.3% | +2.1% |
| 30D | +13.3% | +2.5% | +10.8% | +10.3% |
| 3M | +3.2% | +1.9% | +1.2% | +1.0% |
| 6M | +25.3% | +7.7% | +17.6% | +15.7% |
| YTD | +30.5% | +8.2% | +22.3% | +19.5% |
| 1Y | +29.2% | +10.4% | +18.8% | +15.7% |
| 3Y | +119.1% | +36.5% | +82.6% | +54.4% |
| 5Y | +162.6% | +44.2% | +118.4% | +74.1% |
| All | +231.7% | +100.7% | +131.0% | +29.8% |
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