+66.2%
JEPI vs ROIV
+289.9%
-223.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -2.0% | +19.0% | -21.0% | -2.8% |
| 30D | -2.0% | +16.1% | -18.2% | -2.7% |
| 3M | +3.8% | +44.1% | -40.3% | +2.0% |
| 6M | +0.8% | +37.8% | -37.0% | -0.8% |
| YTD | +3.7% | +88.7% | -84.9% | +0.6% |
| 1Y | +7.1% | +197.3% | -190.2% | +1.8% |
| 3Y | +29.4% | +224.9% | -195.5% | +21.7% |
| 5Y | +40.8% | +311.0% | -270.3% | +27.9% |
| All | +66.2% | +289.9% | -223.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling