-74.3%
GRAB vs JEPI
+66.7%
-141.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.4% |
| 7D | -10.8% | -1.0% | -9.8% | -9.5% |
| 30D | -15.5% | -1.4% | -14.1% | -13.8% |
| 3M | -9.0% | +3.5% | -12.5% | -12.8% |
| 6M | -21.6% | +1.9% | -23.5% | -23.2% |
| YTD | -38.9% | +4.4% | -43.3% | -42.1% |
| 1Y | -44.8% | +7.2% | -52.0% | -49.4% |
| 3Y | -18.4% | +29.8% | -48.2% | -40.8% |
| 5Y | -71.6% | +41.7% | -113.4% | -81.4% |
| All | -74.3% | +66.7% | -141.0% | -84.5% |
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