+94.2%
JEPI vs A
+87.9%
+6.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.1% |
| 7D | -1.0% | -2.6% | +1.6% | -0.5% |
| 30D | -1.4% | -0.9% | -0.5% | -1.3% |
| 3M | +3.5% | +13.6% | -10.1% | +0.6% |
| 6M | +1.9% | +27.8% | -25.9% | -4.0% |
| YTD | +4.4% | +8.6% | -4.2% | +1.9% |
| 1Y | +7.2% | +16.9% | -9.7% | +2.6% |
| 3Y | +29.8% | +32.9% | -3.1% | +17.7% |
| 5Y | +41.7% | -14.1% | +55.8% | +39.6% |
| All | +94.2% | +87.9% | +6.3% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling