+101.3%
JEPI vs M
+498.5%
-397.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.9% |
| 30D | +2.6% | +7.0% | -4.4% | +2.1% |
| 3M | +2.2% | +3.1% | -0.9% | +1.9% |
| 6M | +7.6% | +33.5% | -25.9% | +5.3% |
| YTD | +8.3% | +13.4% | -5.1% | +7.0% |
| 1Y | +9.7% | +22.4% | -12.7% | +7.8% |
| 3Y | +36.7% | +150.9% | -114.2% | +26.7% |
| 5Y | +44.4% | -3.0% | +47.4% | +37.9% |
| All | +101.3% | +498.5% | -397.1% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling