-44.8%
GRAB vs JEPI
+7.8%
-52.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.2% |
| 7D | -10.8% | -1.0% | -9.8% | -9.3% |
| 30D | -15.5% | -1.4% | -14.1% | -13.5% |
| 3M | -9.0% | +3.5% | -12.5% | -13.0% |
| 6M | -21.6% | +1.9% | -23.5% | -23.7% |
| YTD | -38.9% | +4.4% | -43.3% | -42.5% |
| 1Y | -44.8% | +7.2% | -52.0% | -49.9% |
| All | -44.8% | +7.8% | -52.6% | -49.9% |
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