+16.9%
D vs JEPI
+9.5%
+7.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | +0.4% | -0.3% | +0.8% | +0.6% |
| 30D | -3.6% | +0.1% | -3.7% | -3.6% |
| 3M | -1.0% | +4.8% | -5.8% | -3.5% |
| 6M | +6.3% | +1.0% | +5.3% | +5.0% |
| YTD | +14.7% | +5.5% | +9.2% | +11.6% |
| 1Y | +16.9% | +9.2% | +7.7% | +11.8% |
| All | +16.9% | +9.5% | +7.4% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling