+28.9%
JEPI vs GEN
+58.8%
-29.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -2.0% | -4.3% | +2.3% | -1.4% |
| 30D | -2.0% | +3.8% | -5.8% | -2.6% |
| 3M | +3.8% | +22.3% | -18.5% | +0.7% |
| 6M | +0.8% | +39.0% | -38.1% | -4.5% |
| YTD | +3.7% | +11.9% | -8.2% | +2.2% |
| 1Y | +7.1% | +4.5% | +2.6% | +6.8% |
| All | +28.9% | +58.8% | -29.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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