+94.9%
JEPI vs A
+87.8%
+7.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.1% |
| 7D | -0.2% | -2.1% | +1.8% | +0.2% |
| 30D | -0.6% | +0.6% | -1.2% | -0.8% |
| 3M | +4.8% | +10.9% | -6.1% | +2.3% |
| 6M | +2.1% | +28.2% | -26.1% | -3.9% |
| YTD | +4.8% | +8.6% | -3.7% | +2.3% |
| 1Y | +8.4% | +15.5% | -7.1% | +4.1% |
| 3Y | +30.8% | +31.8% | -1.0% | +18.8% |
| 5Y | +41.0% | -14.9% | +55.8% | +39.2% |
| All | +94.9% | +87.8% | +7.1% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling