+93.8%
JEPI vs EXPD
+180.9%
-87.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.8% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | -1.3% | +5.2% | -6.5% | -2.3% |
| 3M | +3.3% | +13.2% | -9.9% | +0.6% |
| 6M | +1.0% | +30.3% | -29.3% | -4.8% |
| YTD | +4.2% | +27.0% | -22.8% | -1.7% |
| 1Y | +7.9% | +57.3% | -49.4% | -3.5% |
| 3Y | +30.0% | +70.0% | -40.0% | +12.6% |
| 5Y | +40.9% | +61.6% | -20.7% | +20.9% |
| All | +93.8% | +180.9% | -87.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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