+279.8%
C vs JEPI
+95.7%
+184.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +3.6% | -0.3% | +4.0% | +4.2% |
| 30D | +0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +2.4% | +4.8% | -2.3% | -4.5% |
| 6M | +24.9% | +1.0% | +23.9% | +23.3% |
| YTD | +19.8% | +5.5% | +14.3% | +10.9% |
| 1Y | +44.9% | +9.2% | +35.7% | +27.5% |
| 3Y | +263.0% | +31.2% | +231.8% | +151.9% |
| 5Y | +129.5% | +41.4% | +88.2% | +43.9% |
| All | +279.8% | +95.7% | +184.1% | +27.4% |
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