-6.1%
F vs JEPI
+9.7%
-15.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | -3.1% | +2.7% | -5.8% | -6.8% |
| 30D | 0.0% | +2.5% | -2.5% | -4.1% |
| 3M | -13.2% | +1.9% | -15.2% | -16.0% |
| 6M | -10.2% | +7.7% | -17.9% | -20.7% |
| YTD | -4.9% | +8.2% | -13.1% | -17.1% |
| 1Y | -6.1% | +10.4% | -16.5% | -22.0% |
| All | -6.1% | +9.7% | -15.8% | -22.0% |
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 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