+154.8%
EXPE vs JEPI
+29.8%
+124.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.5% |
| 7D | -11.5% | -1.1% | -10.4% | -9.4% |
| 30D | -13.1% | -1.3% | -11.8% | -10.6% |
| 3M | +18.1% | +3.3% | +14.8% | +11.3% |
| 6M | +13.3% | +1.0% | +12.3% | +11.7% |
| YTD | -3.2% | +4.2% | -7.5% | -10.4% |
| 1Y | +26.1% | +7.9% | +18.2% | +9.3% |
| All | +154.8% | +29.8% | +124.9% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling