+73.5%
JEPI vs ROIV
+280.9%
-207.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | -0.1% |
| 7D | +2.9% | +9.2% | -6.3% | +2.5% |
| 30D | +2.6% | +19.9% | -17.3% | +1.8% |
| 3M | +2.2% | +10.6% | -8.4% | +1.7% |
| 6M | +7.6% | +36.1% | -28.5% | +5.9% |
| YTD | +8.3% | +84.3% | -76.0% | +5.1% |
| 1Y | +9.7% | +87.6% | -77.8% | +6.3% |
| 3Y | +36.7% | +353.9% | -317.2% | +27.6% |
| 5Y | +44.4% | +376.1% | -331.7% | +29.6% |
| All | +73.5% | +280.9% | -207.3% | +58.6% |
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