+1,106.6%
ASX vs JEPI
+95.7%
+1,010.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.2% |
| 30D | +2.0% | +0.1% | +1.8% | +1.7% |
| 3M | -1.3% | +4.8% | -6.1% | -8.4% |
| 6M | +71.4% | +1.0% | +70.4% | +69.0% |
| YTD | +135.3% | +5.5% | +129.8% | +116.7% |
| 1Y | +267.5% | +9.2% | +258.3% | +219.8% |
| 3Y | +388.5% | +31.2% | +357.3% | +222.1% |
| 5Y | +417.1% | +41.4% | +375.7% | +210.8% |
| All | +1,106.6% | +95.7% | +1,010.9% | +366.9% |
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