+41.8%
JEPI vs GEN
+22.3%
+19.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -1.4% | +6.1% | -7.5% | -2.4% |
| 3M | +3.5% | +27.0% | -23.4% | -0.4% |
| 6M | +1.9% | +43.9% | -41.9% | -4.3% |
| YTD | +4.4% | +13.0% | -8.5% | +2.1% |
| 1Y | +7.2% | +4.0% | +3.2% | +6.3% |
| 3Y | +29.8% | +66.2% | -36.4% | +18.0% |
| All | +41.8% | +22.3% | +19.5% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling