+88.3%
EXPE vs JEPI
+40.2%
+48.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.4% |
| 7D | -11.5% | -1.1% | -10.4% | -9.6% |
| 30D | -13.1% | -1.3% | -11.8% | -10.8% |
| 3M | +18.1% | +3.3% | +14.8% | +11.8% |
| 6M | +13.3% | +1.0% | +12.3% | +11.8% |
| YTD | -3.2% | +4.2% | -7.5% | -9.8% |
| 1Y | +26.1% | +7.9% | +18.2% | +10.9% |
| 3Y | +151.7% | +30.0% | +121.7% | +63.9% |
| 5Y | +88.3% | +40.9% | +47.4% | +9.0% |
| All | +88.3% | +40.2% | +48.1% | +9.0% |
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