-15.1%
F vs JEPI
+43.7%
-58.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -2.8% |
| 7D | -0.6% | +0.3% | -1.0% | -1.5% |
| 30D | +2.9% | +1.4% | +1.4% | +0.1% |
| 3M | -9.5% | +1.3% | -10.8% | -11.5% |
| 6M | +4.0% | +6.3% | -2.3% | -6.7% |
| YTD | -1.3% | +6.8% | -8.1% | -12.0% |
| 1Y | -1.9% | +9.8% | -11.8% | -16.6% |
| 3Y | +53.5% | +36.0% | +17.5% | -11.7% |
| 5Y | -15.1% | +43.4% | -58.5% | -54.4% |
| All | -15.1% | +43.7% | -58.9% | -54.4% |
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