+40.9%
JEPI vs ROIV
+319.8%
-278.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.1% | +22.3% | -23.5% | -2.0% |
| 30D | -1.3% | +16.9% | -18.1% | -2.0% |
| 3M | +3.3% | +43.9% | -40.6% | +1.6% |
| 6M | +1.0% | +41.6% | -40.6% | -0.7% |
| YTD | +4.2% | +92.7% | -88.4% | +1.0% |
| 1Y | +7.9% | +210.2% | -202.2% | +2.5% |
| 3Y | +30.0% | +231.8% | -201.8% | +22.3% |
| 5Y | +40.9% | +319.8% | -278.9% | +25.0% |
| All | +40.9% | +319.8% | -278.9% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling