+169.7%
EXE vs JEPI
+61.4%
+108.3%
-29.7%
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% | -2.8% |
| 7D | -3.1% | -1.0% | -2.1% | -2.2% |
| 30D | -0.9% | -1.4% | +0.5% | +0.4% |
| 3M | +9.6% | +3.5% | +6.0% | +5.6% |
| 6M | -11.6% | +1.9% | -13.5% | -13.6% |
| YTD | -12.6% | +4.4% | -17.0% | -16.8% |
| 1Y | +1.2% | +7.2% | -6.0% | -6.3% |
| 3Y | +18.0% | +29.8% | -11.7% | -12.0% |
| 5Y | +101.1% | +41.7% | +59.4% | +35.9% |
| All | +169.7% | +61.4% | +108.3% | +80.7% |
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