+467.3%
ASML vs JEPI
+95.7%
+371.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.9% |
| 7D | +1.1% | -0.3% | +1.4% | +1.7% |
| 30D | +2.2% | +0.1% | +2.0% | +1.8% |
| 3M | -2.3% | +4.8% | -7.1% | -11.2% |
| 6M | +23.0% | +1.0% | +22.0% | +20.7% |
| YTD | +61.1% | +5.5% | +55.6% | +45.4% |
| 1Y | +129.1% | +9.2% | +119.9% | +93.2% |
| 3Y | +165.4% | +31.2% | +134.2% | +55.6% |
| 5Y | +109.5% | +41.4% | +68.1% | +9.1% |
| All | +467.3% | +95.7% | +371.6% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling