+461.7%
JCI vs JEPI
+94.5%
+367.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.9% |
| 7D | +5.1% | -0.2% | +5.3% | +5.5% |
| 30D | -3.8% | -0.6% | -3.2% | -3.0% |
| 3M | +1.9% | +4.8% | -2.9% | -5.2% |
| 6M | +11.2% | +2.1% | +9.1% | +7.8% |
| YTD | +22.9% | +4.8% | +18.1% | +14.4% |
| 1Y | +37.4% | +8.4% | +28.9% | +21.4% |
| 3Y | +167.8% | +30.8% | +137.0% | +80.6% |
| 5Y | +115.0% | +41.0% | +74.1% | +31.5% |
| All | +461.7% | +94.5% | +367.2% | +126.4% |
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