+94.2%
JEPI vs ITOT
+174.6%
-80.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | -1.4% | -1.5% | 0.0% | -0.7% |
| 3M | +3.5% | +3.6% | 0.0% | +1.6% |
| 6M | +1.9% | +13.7% | -11.8% | -5.0% |
| YTD | +4.4% | +12.9% | -8.5% | -2.4% |
| 1Y | +7.2% | +17.2% | -10.0% | -1.9% |
| 3Y | +29.8% | +75.6% | -45.9% | -4.6% |
| 5Y | +41.7% | +75.5% | -33.8% | +2.5% |
| All | +94.2% | +174.6% | -80.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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