+58.6%
JEPI vs COMP
-49.2%
+107.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.8% |
| 7D | +0.3% | +14.5% | -14.2% | -0.4% |
| 30D | +1.4% | +14.9% | -13.5% | +0.6% |
| 3M | +1.3% | -14.2% | +15.5% | +1.8% |
| 6M | +6.3% | +23.7% | -17.4% | +4.7% |
| YTD | +6.8% | +2.1% | +4.7% | +5.7% |
| 1Y | +9.8% | +26.2% | -16.4% | +7.4% |
| 3Y | +36.0% | +470.9% | -434.9% | +21.5% |
| 5Y | +43.4% | -14.0% | +57.4% | +33.5% |
| All | +58.6% | -49.2% | +107.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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