+94.2%
JEPI vs RVMD
+448.1%
-353.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.9% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | +3.5% | +36.5% | -33.0% | +1.9% |
| 6M | +1.9% | +104.6% | -102.7% | -2.2% |
| YTD | +4.4% | +155.8% | -151.4% | -1.3% |
| 1Y | +7.2% | +340.7% | -333.5% | -1.7% |
| 3Y | +29.8% | +519.9% | -490.2% | +15.3% |
| 5Y | +41.7% | +584.9% | -543.2% | +21.9% |
| All | +94.2% | +448.1% | -353.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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