+1,411.1%
AVGO vs JEPI
+93.8%
+1,317.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.9% |
| 7D | +1.1% | -1.0% | +2.1% | +2.9% |
| 30D | -13.0% | -1.4% | -11.6% | -11.0% |
| 3M | -6.0% | +3.5% | -9.5% | -12.0% |
| 6M | +6.4% | +1.9% | +4.4% | +2.3% |
| YTD | +5.0% | +4.4% | +0.5% | -3.4% |
| 1Y | +1.4% | +7.2% | -5.8% | -10.9% |
| 3Y | +336.8% | +29.8% | +307.0% | +182.7% |
| 5Y | +698.2% | +41.7% | +656.5% | +357.8% |
| All | +1,411.1% | +93.8% | +1,317.3% | +419.9% |
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 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