+96.1%
JEPI vs P
+521.9%
-425.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -0.3% | +6.5% | -6.9% | -0.8% |
| 30D | +0.1% | +18.8% | -18.7% | -1.3% |
| 3M | +4.8% | +26.7% | -22.0% | +2.5% |
| 6M | +1.0% | +62.2% | -61.2% | -3.5% |
| YTD | +5.5% | +48.5% | -43.0% | +1.1% |
| 1Y | +9.2% | +26.4% | -17.2% | +5.3% |
| 3Y | +31.2% | +159.4% | -128.2% | +14.8% |
| 5Y | +41.4% | +275.8% | -234.4% | +17.7% |
| All | +96.1% | +521.9% | -425.8% | +54.0% |
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