+395.9%
ASML vs JEPI
+101.0%
+295.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -1.9% |
| 7D | +10.4% | +2.9% | +7.4% | +4.4% |
| 30D | -12.7% | +2.6% | -15.3% | -16.7% |
| 3M | -17.2% | +2.2% | -19.4% | -20.5% |
| 6M | -1.3% | +7.6% | -8.9% | -14.7% |
| YTD | +40.8% | +8.3% | +32.5% | +21.0% |
| 1Y | +45.2% | +9.7% | +35.5% | +21.7% |
| 3Y | +131.8% | +36.7% | +95.1% | +25.3% |
| 5Y | +84.0% | +44.4% | +39.6% | -7.9% |
| All | +395.9% | +101.0% | +295.0% | +51.9% |
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