+94.9%
JEPI vs REPL
-28.2%
+123.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -0.2% | -5.7% | +5.5% | -0.2% |
| 30D | -0.6% | +22.5% | -23.1% | -0.8% |
| 3M | +4.8% | +64.7% | -59.9% | +3.9% |
| 6M | +2.1% | +83.0% | -80.9% | +0.3% |
| YTD | +4.8% | +52.0% | -47.1% | +3.2% |
| 1Y | +8.4% | +144.5% | -136.1% | +5.3% |
| 3Y | +30.8% | -25.1% | +55.9% | +25.8% |
| 5Y | +41.0% | -52.9% | +93.8% | +34.7% |
| All | +94.9% | -28.2% | +123.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling