+76.1%
B vs JEPI
+101.5%
-25.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -2.5% |
| 7D | -2.7% | -0.1% | -2.5% | -2.7% |
| 30D | -4.3% | +2.8% | -7.1% | -6.7% |
| 3M | -2.3% | +2.6% | -4.9% | -4.5% |
| 6M | -16.2% | +8.4% | -24.6% | -21.9% |
| YTD | -8.8% | +8.6% | -17.4% | -14.8% |
| 1Y | +11.4% | +10.4% | +1.0% | +2.8% |
| 3Y | +174.3% | +37.1% | +137.2% | +112.5% |
| 5Y | +116.2% | +45.5% | +70.7% | +60.1% |
| All | +76.1% | +101.5% | -25.5% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling