+41.0%
JEPI vs RACE
+92.4%
-51.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | -0.6% | -1.5% | +0.9% | -0.4% |
| 3M | +4.8% | +15.5% | -10.7% | +1.8% |
| 6M | +2.1% | +17.3% | -15.2% | -1.4% |
| YTD | +4.8% | +11.1% | -6.3% | +2.1% |
| 1Y | +8.4% | -14.3% | +22.7% | +10.7% |
| 3Y | +30.8% | +40.2% | -9.4% | +16.2% |
| 5Y | +41.0% | +92.6% | -51.6% | +12.1% |
| All | +41.0% | +92.4% | -51.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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