-61.6%
JD vs JEPI
+40.2%
-101.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.8% |
| 7D | -3.0% | -1.1% | -1.8% | -1.6% |
| 30D | -19.3% | -1.3% | -18.1% | -18.1% |
| 3M | -6.0% | +3.3% | -9.4% | -9.7% |
| 6M | +1.8% | +1.0% | +0.8% | +0.5% |
| YTD | -2.6% | +4.2% | -6.8% | -7.5% |
| 1Y | -17.4% | +7.9% | -25.4% | -24.9% |
| 3Y | -8.6% | +30.0% | -38.6% | -34.1% |
| 5Y | -61.6% | +40.9% | -102.5% | -75.0% |
| All | -61.6% | +40.2% | -101.8% | -75.0% |
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