+15.1%
DOW vs JEPI
+93.8%
-78.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -3.0% |
| 7D | -1.4% | -1.0% | -0.4% | 0.0% |
| 30D | -3.9% | -1.4% | -2.5% | -2.1% |
| 3M | -12.7% | +3.5% | -16.2% | -17.4% |
| 6M | -13.7% | +1.9% | -15.6% | -17.2% |
| YTD | +28.4% | +4.4% | +24.0% | +19.0% |
| 1Y | +21.8% | +7.2% | +14.6% | +8.8% |
| 3Y | -35.7% | +29.8% | -65.5% | -55.3% |
| 5Y | -36.8% | +41.7% | -78.6% | -61.0% |
| All | +15.1% | +93.8% | -78.7% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling