+39.3%
ARKK vs JEPI
+93.8%
-54.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.9% |
| 7D | -3.1% | -1.0% | -2.1% | -0.9% |
| 30D | +2.7% | -1.4% | +4.1% | +6.0% |
| 3M | +10.8% | +3.5% | +7.2% | +2.4% |
| 6M | +14.4% | +1.9% | +12.5% | +9.7% |
| YTD | +8.7% | +4.4% | +4.2% | -1.0% |
| 1Y | +6.7% | +7.2% | -0.5% | -8.0% |
| 3Y | +87.4% | +29.8% | +57.6% | +10.6% |
| 5Y | -29.5% | +41.7% | -71.2% | -63.9% |
| All | +39.3% | +93.8% | -54.5% | -61.7% |
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