+37.5%
F vs JEPI
+30.9%
+6.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.3% |
| 7D | +1.2% | -0.2% | +1.4% | +1.5% |
| 30D | +1.2% | -0.6% | +1.8% | +2.2% |
| 3M | -5.7% | +4.8% | -10.5% | -12.2% |
| 6M | +17.9% | +2.1% | +15.8% | +14.3% |
| YTD | +10.4% | +4.8% | +5.6% | +3.0% |
| 1Y | +25.3% | +8.4% | +16.9% | +11.3% |
| 3Y | +37.5% | +30.8% | +6.7% | -12.3% |
| All | +37.5% | +30.9% | +6.6% | -12.3% |
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 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