-3.5%
IR vs JEPI
+9.5%
-13.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +2.2% |
| 7D | -2.8% | -0.3% | -2.5% | -1.9% |
| 30D | -15.1% | +0.1% | -15.3% | -15.5% |
| 3M | +6.1% | +4.8% | +1.3% | -5.8% |
| 6M | -16.8% | +1.0% | -17.8% | -18.1% |
| YTD | -3.5% | +5.5% | -9.0% | -14.9% |
| 1Y | -3.5% | +9.2% | -12.7% | -20.8% |
| All | -3.5% | +9.5% | -13.0% | -20.8% |
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