+101.1%
JEPI vs M
+507.6%
-406.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.2% |
| 7D | +2.7% | +7.0% | -4.3% | +2.2% |
| 30D | +2.5% | +8.9% | -6.4% | +1.9% |
| 3M | +1.9% | +4.5% | -2.5% | +1.5% |
| 6M | +7.7% | +36.2% | -28.5% | +5.3% |
| YTD | +8.2% | +15.1% | -7.0% | +6.7% |
| 1Y | +10.4% | +27.4% | -17.1% | +8.1% |
| 3Y | +36.5% | +160.1% | -123.6% | +26.3% |
| 5Y | +44.2% | -1.6% | +45.8% | +37.6% |
| All | +101.1% | +507.6% | -406.5% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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