+105.4%
EXE vs JEPI
+39.8%
+65.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | -2.2% | -2.0% | -0.2% | -0.1% |
| 30D | -0.8% | -2.0% | +1.2% | +1.2% |
| 3M | +10.0% | +3.8% | +6.3% | +5.7% |
| 6M | -6.3% | +0.8% | -7.2% | -7.4% |
| YTD | -10.7% | +3.7% | -14.4% | -14.6% |
| 1Y | +2.7% | +7.1% | -4.4% | -5.1% |
| 3Y | +19.1% | +29.4% | -10.3% | -12.2% |
| 5Y | +105.4% | +40.8% | +64.7% | +35.8% |
| All | +105.4% | +39.8% | +65.6% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling