+269.7%
EXPE vs JEPI
+93.8%
+175.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.1% |
| 7D | -5.8% | -1.0% | -4.8% | -4.0% |
| 30D | -13.6% | -1.4% | -12.2% | -11.1% |
| 3M | +25.2% | +3.5% | +21.6% | +17.9% |
| 6M | +22.3% | +1.9% | +20.4% | +18.7% |
| YTD | -0.3% | +4.4% | -4.7% | -7.4% |
| 1Y | +27.8% | +7.2% | +20.6% | +13.6% |
| 3Y | +162.4% | +29.8% | +132.7% | +69.9% |
| 5Y | +95.8% | +41.7% | +54.1% | +10.5% |
| All | +269.7% | +93.8% | +175.9% | -1.3% |
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