+70.6%
B vs JEPI
+101.0%
-30.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -6.2% | +2.9% | -9.1% | -8.6% |
| 30D | -6.6% | +2.6% | -9.2% | -8.7% |
| 3M | -7.9% | +2.2% | -10.1% | -9.6% |
| 6M | -16.8% | +7.6% | -24.4% | -21.9% |
| YTD | -11.7% | +8.3% | -20.0% | -17.3% |
| 1Y | +3.5% | +9.7% | -6.2% | -4.0% |
| 3Y | +165.7% | +36.7% | +129.0% | +106.4% |
| 5Y | +108.4% | +44.4% | +64.0% | +55.5% |
| All | +70.6% | +101.0% | -30.4% | -5.9% |
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