+13.5%
D vs JEPI
+45.3%
-31.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -1.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +9.0% | +2.8% | +6.2% | +6.3% |
| 3M | +1.0% | +2.6% | -1.7% | -1.4% |
| 6M | +11.0% | +8.4% | +2.6% | +3.3% |
| YTD | +19.8% | +8.6% | +11.2% | +11.1% |
| 1Y | +16.0% | +10.4% | +5.6% | +5.9% |
| 3Y | +74.4% | +37.1% | +37.3% | +29.0% |
| 5Y | +13.5% | +45.5% | -32.0% | -21.8% |
| All | +13.5% | +45.3% | -31.7% | -21.8% |
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 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