-16.2%
B vs JEPI
+8.2%
-24.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -3.3% |
| 7D | -2.7% | -0.1% | -2.5% | -2.8% |
| 30D | -4.3% | +2.8% | -7.1% | -11.1% |
| 3M | -2.3% | +2.6% | -4.9% | -8.8% |
| 6M | -16.2% | +8.4% | -24.6% | -32.8% |
| All | -16.2% | +8.2% | -24.4% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling