+158.8%
B vs JEPI
+40.2%
+118.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | +1.0% | -1.1% | +2.2% | +2.1% |
| 30D | +9.5% | -1.3% | +10.8% | +10.7% |
| 3M | +14.3% | +3.3% | +11.0% | +11.4% |
| 6M | -1.9% | +1.0% | -2.9% | -2.5% |
| YTD | +4.1% | +4.2% | -0.1% | +1.0% |
| 1Y | +56.1% | +7.9% | +48.2% | +47.6% |
| 3Y | +202.0% | +30.0% | +172.0% | +149.2% |
| 5Y | +158.8% | +40.9% | +117.9% | +103.4% |
| All | +158.8% | +40.2% | +118.6% | +103.4% |
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 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