+94.9%
JEPI vs EXEL
+131.6%
-36.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | -0.6% | +6.7% | -7.2% | -1.1% |
| 3M | +4.8% | +11.5% | -6.7% | +3.7% |
| 6M | +2.1% | +38.8% | -36.7% | -0.9% |
| YTD | +4.8% | +31.6% | -26.7% | +2.1% |
| 1Y | +8.4% | +53.0% | -44.6% | +4.0% |
| 3Y | +30.8% | +160.8% | -130.0% | +18.1% |
| 5Y | +41.0% | +190.1% | -149.1% | +24.6% |
| All | +94.9% | +131.6% | -36.7% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling