+73.3%
JEPI vs ROIV
+276.5%
-203.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.6% |
| 30D | +2.5% | +17.6% | -15.0% | +1.8% |
| 3M | +1.9% | +9.0% | -7.0% | +1.4% |
| 6M | +7.7% | +35.3% | -27.5% | +6.1% |
| YTD | +8.2% | +82.2% | -74.0% | +5.0% |
| 1Y | +10.4% | +92.3% | -81.9% | +6.9% |
| 3Y | +36.5% | +336.8% | -300.3% | +27.6% |
| 5Y | +44.2% | +370.6% | -326.4% | +29.5% |
| All | +73.3% | +276.5% | -203.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling