+1,225.3%
ASX vs JEPI
+93.4%
+1,131.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +4.5% |
| 7D | +11.1% | -1.1% | +12.2% | +13.1% |
| 30D | +9.6% | -1.3% | +10.9% | +11.7% |
| 3M | +18.6% | +3.3% | +15.3% | +12.4% |
| 6M | +92.1% | +1.0% | +91.1% | +89.2% |
| YTD | +158.5% | +4.2% | +154.2% | +142.4% |
| 1Y | +271.9% | +7.9% | +264.0% | +229.5% |
| 3Y | +465.2% | +30.0% | +435.2% | +277.7% |
| 5Y | +479.4% | +40.9% | +438.5% | +250.3% |
| All | +1,225.3% | +93.4% | +1,131.9% | +422.3% |
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