+115.4%
ALL vs JEPI
+39.8%
+75.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -4.3% | -2.0% | -2.3% | -2.3% |
| 30D | -3.6% | -2.0% | -1.6% | -1.6% |
| 3M | +13.2% | +3.8% | +9.4% | +9.0% |
| 6M | +22.5% | +0.8% | +21.7% | +21.4% |
| YTD | +22.7% | +3.7% | +19.0% | +17.9% |
| 1Y | +28.3% | +7.1% | +21.2% | +19.1% |
| 3Y | +152.0% | +29.4% | +122.6% | +90.8% |
| 5Y | +115.4% | +40.8% | +74.7% | +49.0% |
| All | +115.4% | +39.8% | +75.6% | +49.0% |
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