+108.8%
JCI vs JEPI
+39.8%
+68.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | +0.4% | -2.0% | +2.4% | +3.7% |
| 30D | -7.7% | -2.0% | -5.7% | -4.8% |
| 3M | +2.8% | +3.8% | -1.0% | -3.2% |
| 6M | +7.2% | +0.8% | +6.4% | +5.9% |
| YTD | +20.0% | +3.7% | +16.2% | +13.4% |
| 1Y | +33.3% | +7.1% | +26.1% | +19.7% |
| 3Y | +161.3% | +29.4% | +131.9% | +77.4% |
| 5Y | +108.8% | +40.8% | +68.0% | +26.2% |
| All | +108.8% | +39.8% | +68.9% | +26.2% |
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