+96.9%
B vs JEPI
+93.8%
+3.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -2.4% | -1.0% | -1.4% | -1.5% |
| 30D | +6.3% | -1.4% | +7.8% | +7.8% |
| 3M | +12.1% | +3.5% | +8.6% | +8.9% |
| 6M | -3.1% | +1.9% | -5.0% | -4.5% |
| YTD | +2.0% | +4.4% | -2.5% | -1.3% |
| 1Y | +51.7% | +7.2% | +44.5% | +43.7% |
| 3Y | +190.5% | +29.8% | +160.7% | +135.9% |
| 5Y | +158.0% | +41.7% | +116.3% | +95.6% |
| All | +96.9% | +93.8% | +3.1% | +12.2% |
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