+75.5%
ASML vs JEPI
+40.5%
+35.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.9% |
| 7D | -9.0% | -2.0% | -7.1% | -5.2% |
| 30D | -21.0% | 0.0% | -20.9% | -20.8% |
| 3M | -16.3% | -0.8% | -15.5% | -14.9% |
| 6M | -7.5% | +3.2% | -10.8% | -13.5% |
| YTD | +34.0% | +4.7% | +29.3% | +22.8% |
| 1Y | +39.3% | +8.0% | +31.3% | +20.0% |
| 3Y | +128.9% | +32.3% | +96.6% | +29.2% |
| All | +75.5% | +40.5% | +35.0% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling