+282.8%
C vs JEPI
+93.8%
+189.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.8% |
| 7D | +0.8% | -1.0% | +1.8% | +2.3% |
| 30D | +0.9% | -1.4% | +2.3% | +3.1% |
| 3M | +1.1% | +3.5% | -2.5% | -4.1% |
| 6M | +28.4% | +1.9% | +26.5% | +25.0% |
| YTD | +20.8% | +4.4% | +16.3% | +13.5% |
| 1Y | +43.4% | +7.2% | +36.3% | +29.8% |
| 3Y | +274.9% | +29.8% | +245.1% | +164.3% |
| 5Y | +136.7% | +41.7% | +95.0% | +48.1% |
| All | +282.8% | +93.8% | +189.1% | +30.3% |
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