+94.2%
JEPI vs EXEL
+125.4%
-31.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -1.0% | -4.9% | +3.9% | -0.6% |
| 30D | -1.4% | +11.4% | -12.8% | -2.3% |
| 3M | +3.5% | +4.9% | -1.3% | +3.0% |
| 6M | +1.9% | +34.4% | -32.5% | -0.8% |
| YTD | +4.4% | +28.0% | -23.6% | +1.9% |
| 1Y | +7.2% | +43.6% | -36.4% | +3.4% |
| 3Y | +29.8% | +155.2% | -125.4% | +17.3% |
| 5Y | +41.7% | +181.2% | -139.4% | +25.6% |
| All | +94.2% | +125.4% | -31.2% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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