+243.9%
C vs JEPI
+100.7%
+143.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | +4.2% | +2.7% | +1.5% | 0.0% |
| 30D | +2.0% | +2.5% | -0.6% | -1.7% |
| 3M | -10.1% | +1.9% | -12.1% | -12.6% |
| 6M | +1.0% | +7.7% | -6.7% | -9.6% |
| YTD | +8.5% | +8.2% | +0.3% | -3.2% |
| 1Y | +25.7% | +10.4% | +15.3% | +8.9% |
| 3Y | +216.0% | +36.5% | +179.5% | +107.0% |
| 5Y | +112.3% | +44.2% | +68.1% | +29.2% |
| All | +243.9% | +100.7% | +143.2% | +11.1% |
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