+477.7%
ASX vs JEPI
+41.6%
+436.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +7.1% |
| 7D | +6.3% | -0.2% | +6.5% | +6.6% |
| 30D | +6.4% | -0.6% | +7.0% | +7.3% |
| 3M | +13.1% | +4.8% | +8.4% | +4.7% |
| 6M | +90.3% | +2.1% | +88.2% | +84.1% |
| YTD | +149.6% | +4.8% | +144.8% | +131.7% |
| 1Y | +249.2% | +8.4% | +240.7% | +206.4% |
| 3Y | +445.9% | +30.8% | +415.1% | +258.3% |
| 5Y | +477.7% | +41.0% | +436.8% | +247.8% |
| All | +477.7% | +41.6% | +436.1% | +247.8% |
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