+46.5%
F vs JEPI
+41.6%
+4.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.6% |
| 30D | +1.2% | -0.6% | +1.8% | +2.3% |
| 3M | -5.7% | +4.8% | -10.5% | -13.0% |
| 6M | +17.9% | +2.1% | +15.8% | +13.7% |
| YTD | +10.4% | +4.8% | +5.6% | +1.9% |
| 1Y | +25.3% | +8.4% | +16.9% | +9.3% |
| 3Y | +37.5% | +30.8% | +6.7% | -14.4% |
| 5Y | +46.5% | +41.0% | +5.5% | -17.5% |
| All | +46.5% | +41.6% | +4.9% | -17.5% |
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