+40.8%
JEPI vs REPL
-58.5%
+99.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | -0.4% |
| 7D | -2.0% | -13.4% | +11.4% | -1.9% |
| 30D | -2.0% | -3.0% | +1.0% | -2.0% |
| 3M | +3.8% | +56.3% | -52.5% | +3.0% |
| 6M | +0.8% | +60.9% | -60.0% | -0.8% |
| YTD | +3.7% | +36.2% | -32.5% | +2.2% |
| 1Y | +7.1% | +121.0% | -113.9% | +4.1% |
| 3Y | +29.4% | -32.8% | +62.2% | +25.7% |
| 5Y | +40.8% | -58.7% | +99.4% | +34.7% |
| All | +40.8% | -58.5% | +99.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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