+695.6%
AVGO vs JEPI
+39.8%
+655.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | +1.0% | -2.0% | +3.1% | +4.7% |
| 30D | -13.3% | -2.0% | -11.3% | -10.3% |
| 3M | -2.9% | +3.8% | -6.7% | -9.6% |
| 6M | +5.7% | +0.8% | +4.9% | +3.6% |
| YTD | +4.6% | +3.7% | +0.9% | -2.7% |
| 1Y | -1.6% | +7.1% | -8.8% | -13.8% |
| 3Y | +336.2% | +29.4% | +306.8% | +181.3% |
| 5Y | +695.6% | +40.8% | +654.9% | +362.6% |
| All | +695.6% | +39.8% | +655.8% | +362.6% |
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