+239.6%
EXPE vs JEPI
+100.7%
+138.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +2.7% | -3.2% | -5.5% |
| 30D | -6.1% | +2.5% | -8.6% | -9.5% |
| 3M | -21.3% | +1.9% | -23.3% | -23.3% |
| 6M | +19.0% | +7.7% | +11.3% | +5.1% |
| YTD | -8.4% | +8.2% | -16.6% | -19.6% |
| 1Y | -2.8% | +10.4% | -13.2% | -17.6% |
| 3Y | +120.8% | +36.5% | +84.2% | +31.3% |
| 5Y | +46.2% | +44.2% | +2.0% | -19.4% |
| All | +239.6% | +100.7% | +138.9% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling