+16.6%
DOW vs JEPI
+93.4%
-76.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.3% |
| 7D | -6.0% | -1.1% | -4.9% | -4.5% |
| 30D | -2.7% | -1.3% | -1.5% | -1.0% |
| 3M | -10.5% | +3.3% | -13.8% | -15.1% |
| 6M | -12.4% | +1.0% | -13.4% | -14.8% |
| YTD | +30.0% | +4.2% | +25.8% | +20.9% |
| 1Y | +27.8% | +7.9% | +19.9% | +13.1% |
| 3Y | -34.9% | +30.0% | -65.0% | -54.8% |
| 5Y | -35.9% | +40.9% | -76.8% | -60.0% |
| All | +16.6% | +93.4% | -76.8% | -61.4% |
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