+119.5%
EXC vs JEPI
+101.0%
+18.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -1.9% | +2.9% | -4.9% | -4.4% |
| 30D | +7.8% | +2.6% | +5.2% | +5.2% |
| 3M | +1.9% | +2.2% | -0.4% | -0.3% |
| 6M | +3.4% | +7.6% | -4.2% | -3.4% |
| YTD | +7.6% | +8.3% | -0.7% | -0.4% |
| 1Y | +2.1% | +9.7% | -7.6% | -6.6% |
| 3Y | +29.6% | +36.7% | -7.1% | -8.2% |
| 5Y | +39.5% | +44.4% | -4.9% | -7.6% |
| All | +119.5% | +101.0% | +18.5% | -19.2% |
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