+57.7%
GEV vs JEPI
+9.5%
+48.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.7% |
| 7D | +3.3% | -0.3% | +3.6% | +3.9% |
| 30D | -7.5% | +0.1% | -7.6% | -7.7% |
| 3M | -2.2% | +4.8% | -6.9% | -10.6% |
| 6M | +12.1% | +1.0% | +11.1% | +10.0% |
| YTD | +44.4% | +5.5% | +38.9% | +27.8% |
| 1Y | +57.7% | +9.2% | +48.5% | +27.9% |
| All | +57.7% | +9.5% | +48.1% | +27.9% |
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