+136.0%
GOOG vs JEPI
+41.5%
+94.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.5% |
| 7D | 0.0% | -1.0% | +1.0% | +1.5% |
| 30D | -2.0% | -1.4% | -0.5% | +0.1% |
| 3M | -5.9% | +3.5% | -9.4% | -10.4% |
| 6M | +8.9% | +1.9% | +7.0% | +6.2% |
| YTD | +7.1% | +4.4% | +2.7% | +0.8% |
| 1Y | +39.7% | +7.2% | +32.5% | +26.6% |
| 3Y | +145.8% | +29.8% | +116.1% | +65.8% |
| All | +136.0% | +41.5% | +94.5% | +40.9% |
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 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