+47.5%
ASML vs JEPI
+9.7%
+37.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | +4.9% | +2.7% | +2.2% | -0.1% |
| 30D | -9.3% | +2.5% | -11.8% | -12.9% |
| 3M | -19.0% | +1.9% | -20.9% | -21.5% |
| 6M | -5.2% | +7.7% | -13.0% | -18.8% |
| YTD | +40.6% | +8.2% | +32.5% | +21.8% |
| 1Y | +47.5% | +10.4% | +37.1% | +24.6% |
| All | +47.5% | +9.7% | +37.8% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling