+975.8%
JBL vs JEPI
+93.4%
+882.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.7% |
| 7D | +4.0% | -1.1% | +5.1% | +6.0% |
| 30D | -7.5% | -1.3% | -6.2% | -5.5% |
| 3M | -14.1% | +3.3% | -17.4% | -19.0% |
| 6M | +25.9% | +1.0% | +24.9% | +23.7% |
| YTD | +36.7% | +4.2% | +32.4% | +27.5% |
| 1Y | +49.0% | +7.9% | +41.1% | +31.2% |
| 3Y | +191.8% | +30.0% | +161.7% | +89.7% |
| 5Y | +409.8% | +40.9% | +368.9% | +193.5% |
| All | +975.8% | +93.4% | +882.4% | +218.9% |
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 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