+101.1%
JEPI vs P
+574.9%
-473.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +2.7% | +11.6% | -8.9% | +1.9% |
| 30D | +2.5% | -23.7% | +26.2% | +4.2% |
| 3M | +1.9% | -8.0% | +9.9% | +2.0% |
| 6M | +7.7% | +27.9% | -20.2% | +4.6% |
| YTD | +8.2% | +61.2% | -53.0% | +2.6% |
| 1Y | +10.4% | +28.6% | -18.2% | +6.0% |
| 3Y | +36.5% | +200.5% | -164.0% | +17.5% |
| 5Y | +44.2% | +282.9% | -238.7% | +19.3% |
| All | +101.1% | +574.9% | -473.9% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling