+191.0%
IR vs JEPI
+100.7%
+90.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | 0.0% |
| 7D | +2.5% | +2.7% | -0.2% | -2.2% |
| 30D | +9.2% | +2.5% | +6.6% | +4.3% |
| 3M | +0.9% | +1.9% | -1.0% | -2.5% |
| 6M | +19.2% | +7.7% | +11.5% | +4.7% |
| YTD | +7.5% | +8.2% | -0.7% | -5.5% |
| 1Y | +11.7% | +10.4% | +1.3% | -5.0% |
| 3Y | +23.9% | +36.5% | -12.6% | -24.8% |
| 5Y | +46.4% | +44.2% | +2.2% | -17.3% |
| All | +191.0% | +100.7% | +90.3% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling