+221.7%
ALL vs JEPI
+95.7%
+125.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | 0.0% | -0.3% | +0.4% | +0.4% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | +23.6% | +4.8% | +18.9% | +17.6% |
| 6M | +22.3% | +1.0% | +21.3% | +20.9% |
| YTD | +26.5% | +5.5% | +21.0% | +19.1% |
| 1Y | +27.0% | +9.2% | +17.8% | +15.1% |
| 3Y | +149.6% | +31.2% | +118.4% | +84.0% |
| 5Y | +118.1% | +41.4% | +76.7% | +47.7% |
| All | +221.7% | +95.7% | +125.9% | +29.4% |
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