+94.2%
JEPI vs NYT
+94.3%
-0.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -1.4% | +4.6% | -6.0% | -2.0% |
| 3M | +3.5% | -9.6% | +13.1% | +4.6% |
| 6M | +1.9% | -14.0% | +15.9% | +3.4% |
| YTD | +4.4% | -2.8% | +7.3% | +4.2% |
| 1Y | +7.2% | +15.6% | -8.4% | +4.3% |
| 3Y | +29.8% | +56.3% | -26.5% | +20.1% |
| 5Y | +41.7% | +39.5% | +2.2% | +29.3% |
| All | +94.2% | +94.3% | -0.2% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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