+40.9%
JEPI vs P
+274.2%
-233.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.3% |
| 7D | -1.1% | +5.0% | -6.1% | -1.5% |
| 30D | -1.3% | -0.9% | -0.3% | -1.4% |
| 3M | +3.3% | +38.7% | -35.3% | +0.4% |
| 6M | +1.0% | +54.4% | -53.4% | -3.3% |
| YTD | +4.2% | +44.8% | -40.6% | 0.0% |
| 1Y | +7.9% | +22.5% | -14.6% | +4.1% |
| 3Y | +30.0% | +148.2% | -118.2% | +12.8% |
| 5Y | +40.9% | +268.9% | -228.0% | +13.8% |
| All | +40.9% | +274.2% | -233.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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