+375.5%
GOOG vs JEPI
+92.4%
+283.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -2.5% | -2.0% | -0.5% | +0.4% |
| 30D | -3.6% | -2.0% | -1.6% | -0.7% |
| 3M | -6.4% | +3.8% | -10.2% | -11.3% |
| 6M | +7.8% | +0.8% | +6.9% | +6.7% |
| YTD | +5.5% | +3.7% | +1.8% | +0.1% |
| 1Y | +38.3% | +7.1% | +31.2% | +25.3% |
| 3Y | +143.1% | +29.4% | +113.7% | +63.9% |
| 5Y | +135.0% | +40.8% | +94.3% | +41.0% |
| All | +375.5% | +92.4% | +283.1% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling