+92.8%
JEPI vs RUN
-45.8%
+138.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -2.0% | -3.4% | +1.3% | -1.9% |
| 30D | -2.0% | -14.0% | +11.9% | -1.5% |
| 3M | +3.8% | -27.5% | +31.3% | +4.8% |
| 6M | +0.8% | -29.0% | +29.8% | +1.6% |
| YTD | +3.7% | -53.1% | +56.8% | +5.6% |
| 1Y | +7.1% | -46.7% | +53.8% | +8.2% |
| 3Y | +29.4% | -38.3% | +67.7% | +24.2% |
| 5Y | +40.8% | -80.7% | +121.4% | +37.8% |
| All | +92.8% | -45.8% | +138.6% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling