+413.7%
JBL vs JEPI
+41.5%
+372.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +3.9% |
| 7D | +2.4% | -1.0% | +3.4% | +4.2% |
| 30D | -13.1% | -1.4% | -11.7% | -11.1% |
| 3M | -15.6% | +3.5% | -19.1% | -20.6% |
| 6M | +24.6% | +1.9% | +22.6% | +20.7% |
| YTD | +39.6% | +4.4% | +35.2% | +30.1% |
| 1Y | +48.6% | +7.2% | +41.4% | +32.8% |
| 3Y | +197.3% | +29.8% | +167.5% | +97.0% |
| All | +413.7% | +41.5% | +372.2% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling