+192.0%
F vs JEPI
+100.7%
+91.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | -3.1% | +2.7% | -5.8% | -7.4% |
| 30D | 0.0% | +2.5% | -2.5% | -4.2% |
| 3M | -13.2% | +1.9% | -15.2% | -16.0% |
| 6M | -10.2% | +7.7% | -17.9% | -20.9% |
| YTD | -4.9% | +8.2% | -13.1% | -16.6% |
| 1Y | -6.1% | +10.4% | -16.5% | -20.3% |
| 3Y | +46.0% | +36.5% | +9.5% | -13.9% |
| 5Y | -15.7% | +44.2% | -59.9% | -53.8% |
| All | +192.0% | +100.7% | +91.3% | -11.2% |
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