+23.7%
JBL vs JEPI
+10.9%
+12.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -7.5% |
| 7D | -11.1% | +1.5% | -12.6% | -13.2% |
| 30D | -14.1% | +3.6% | -17.6% | -19.1% |
| 3M | -23.9% | +2.3% | -26.2% | -26.9% |
| 6M | -24.1% | +5.6% | -29.7% | -31.3% |
| YTD | +13.5% | +7.5% | +6.0% | -1.1% |
| 1Y | +23.7% | +10.6% | +13.1% | +0.9% |
| All | +23.7% | +10.9% | +12.8% | +0.9% |
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