+32.3%
JEPI vs COMP
+353.8%
-321.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.7% | -0.5% |
| 7D | -2.0% | +13.4% | -15.4% | -2.6% |
| 30D | 0.0% | +11.1% | -11.1% | -0.7% |
| 3M | -0.8% | -18.8% | +18.1% | +0.1% |
| 6M | +3.2% | +10.5% | -7.3% | +2.2% |
| YTD | +4.7% | -3.4% | +8.1% | +3.8% |
| 1Y | +8.0% | +19.7% | -11.7% | +5.8% |
| 3Y | +32.3% | +381.6% | -349.3% | +21.6% |
| All | +32.3% | +353.8% | -321.5% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling