+112.2%
C vs JEPI
+43.6%
+68.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.4% | +0.6% | -0.9% | -1.2% |
| 30D | -5.2% | +1.6% | -6.7% | -7.3% |
| 3M | -9.1% | +1.3% | -10.4% | -10.8% |
| 6M | -1.6% | +6.5% | -8.1% | -10.5% |
| YTD | +6.9% | +6.9% | 0.0% | -3.1% |
| 1Y | +23.0% | +9.4% | +13.5% | +7.7% |
| 3Y | +216.1% | +35.0% | +181.2% | +110.0% |
| 5Y | +112.2% | +43.2% | +69.0% | +28.2% |
| All | +112.2% | +43.6% | +68.7% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling