-18.9%
EXE vs JEPI
+10.9%
-29.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -2.9% |
| 7D | -4.7% | +1.5% | -6.1% | -4.7% |
| 30D | +1.0% | +3.6% | -2.5% | +0.7% |
| 3M | -5.6% | +2.3% | -7.9% | -5.8% |
| 6M | -12.3% | +5.6% | -18.0% | -13.1% |
| YTD | -19.5% | +7.5% | -27.0% | -21.5% |
| 1Y | -18.9% | +10.6% | -29.5% | -24.4% |
| All | -18.9% | +10.9% | -29.8% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling