+632.4%
GEV vs JEPI
+20.0%
+612.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.3% |
| 7D | +1.6% | -1.0% | +2.6% | +3.6% |
| 30D | -7.9% | -1.4% | -6.5% | -5.4% |
| 3M | +5.6% | +3.5% | +2.1% | -1.6% |
| 6M | +13.1% | +1.9% | +11.1% | +8.8% |
| YTD | +46.7% | +4.4% | +42.3% | +34.4% |
| 1Y | +51.3% | +7.2% | +44.1% | +32.1% |
| All | +632.4% | +20.0% | +612.4% | +414.6% |
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