+128.9%
ASML vs JEPI
+32.4%
+96.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.9% |
| 7D | -9.0% | -2.0% | -7.1% | -5.5% |
| 30D | -21.0% | 0.0% | -20.9% | -20.7% |
| 3M | -16.3% | -0.8% | -15.5% | -15.0% |
| 6M | -7.5% | +3.2% | -10.8% | -13.0% |
| YTD | +34.0% | +4.7% | +29.3% | +24.0% |
| 1Y | +39.3% | +8.0% | +31.3% | +21.9% |
| 3Y | +128.9% | +32.3% | +96.6% | +27.1% |
| All | +128.9% | +32.4% | +96.5% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling