+244.4%
C vs JEPI
+101.5%
+142.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.2% |
| 30D | -5.3% | +2.8% | -8.1% | -9.2% |
| 3M | -8.0% | +2.6% | -10.6% | -11.4% |
| 6M | -0.3% | +8.4% | -8.6% | -11.5% |
| YTD | +8.6% | +8.6% | 0.0% | -3.7% |
| 1Y | +25.8% | +10.4% | +15.4% | +9.0% |
| 3Y | +221.2% | +37.1% | +184.1% | +109.0% |
| 5Y | +113.6% | +45.5% | +68.0% | +28.3% |
| All | +244.4% | +101.5% | +142.9% | +10.6% |
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