+11.0%
D vs JEPI
+95.7%
-84.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.8% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | 0.0% | +4.8% | -4.8% | -4.1% |
| 6M | +7.4% | +1.0% | +6.3% | +6.3% |
| YTD | +15.9% | +5.5% | +10.4% | +10.3% |
| 1Y | +18.1% | +9.2% | +8.9% | +8.8% |
| 3Y | +58.4% | +31.2% | +27.2% | +21.9% |
| 5Y | +5.2% | +41.4% | -36.2% | -24.9% |
| All | +11.0% | +95.7% | -84.8% | -41.2% |
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 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