-2.8%
EXPE vs JEPI
+9.7%
-12.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -0.8% |
| 7D | -0.5% | +2.7% | -3.2% | -7.0% |
| 30D | -6.1% | +2.5% | -8.6% | -9.8% |
| 3M | -21.3% | +1.9% | -23.3% | -23.3% |
| 6M | +19.0% | +7.7% | +11.3% | +4.2% |
| YTD | -8.4% | +8.2% | -16.6% | -23.5% |
| 1Y | -2.8% | +10.4% | -13.2% | -24.4% |
| All | -2.8% | +9.7% | -12.5% | -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