+161.2%
IR vs JEPI
+95.7%
+65.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.9% |
| 7D | -2.8% | -0.3% | -2.5% | -2.2% |
| 30D | -15.1% | +0.1% | -15.3% | -15.3% |
| 3M | +6.1% | +4.8% | +1.3% | -2.1% |
| 6M | -16.8% | +1.0% | -17.8% | -17.7% |
| YTD | -3.5% | +5.5% | -9.0% | -11.3% |
| 1Y | -3.5% | +9.2% | -12.7% | -16.1% |
| 3Y | +9.5% | +31.2% | -21.7% | -28.7% |
| 5Y | +45.1% | +41.4% | +3.7% | -14.9% |
| All | +161.2% | +95.7% | +65.4% | -14.1% |
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