+40.8%
JEPI vs A
-16.6%
+57.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -2.0% | -4.6% | +2.5% | -1.1% |
| 30D | -2.0% | -4.3% | +2.2% | -1.2% |
| 3M | +3.8% | +8.9% | -5.2% | +1.7% |
| 6M | +0.8% | +24.5% | -23.7% | -4.4% |
| YTD | +3.7% | +5.8% | -2.1% | +1.8% |
| 1Y | +7.1% | +16.2% | -9.1% | +2.6% |
| 3Y | +29.4% | +28.5% | +0.9% | +18.1% |
| 5Y | +40.8% | -16.3% | +57.1% | +38.9% |
| All | +40.8% | -16.6% | +57.3% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling