+69.4%
B vs JEPI
+100.7%
-31.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.5% |
| 7D | -7.3% | +2.7% | -10.0% | -9.5% |
| 30D | -3.3% | +2.5% | -5.9% | -5.5% |
| 3M | -7.8% | +1.9% | -9.7% | -9.3% |
| 6M | -15.5% | +7.7% | -23.3% | -20.8% |
| YTD | -12.3% | +8.2% | -20.4% | -17.7% |
| 1Y | +5.4% | +10.4% | -5.0% | -2.7% |
| 3Y | +165.5% | +36.5% | +129.0% | +106.5% |
| 5Y | +107.0% | +44.2% | +62.8% | +54.6% |
| All | +69.4% | +100.7% | -31.2% | -6.4% |
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