+374.6%
GOOGL vs JEPI
+93.4%
+281.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.4% |
| 7D | -1.9% | -1.1% | -0.7% | -0.2% |
| 30D | -7.5% | -1.3% | -6.2% | -5.7% |
| 3M | -9.2% | +3.3% | -12.5% | -13.3% |
| 6M | +8.1% | +1.0% | +7.1% | +6.7% |
| YTD | +5.8% | +4.2% | +1.6% | -0.2% |
| 1Y | +38.3% | +7.9% | +30.4% | +24.0% |
| 3Y | +144.8% | +30.0% | +114.7% | +63.9% |
| 5Y | +132.5% | +40.9% | +91.6% | +39.4% |
| All | +374.6% | +93.4% | +281.2% | +66.5% |
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