+94.2%
JEPI vs RUN
-46.2%
+140.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -1.0% | -3.7% | +2.7% | -0.9% |
| 30D | -1.4% | -13.0% | +11.6% | -1.0% |
| 3M | +3.5% | -31.8% | +35.3% | +4.8% |
| 6M | +1.9% | -32.2% | +34.2% | +2.9% |
| YTD | +4.4% | -53.5% | +57.9% | +6.3% |
| 1Y | +7.2% | -46.5% | +53.7% | +8.3% |
| 3Y | +29.8% | -37.6% | +67.4% | +24.5% |
| 5Y | +41.7% | -80.9% | +122.6% | +38.8% |
| All | +94.2% | -46.2% | +140.3% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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