+92.8%
JEPI vs RVMD
+446.9%
-354.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -2.0% | -3.6% | +1.5% | -1.9% |
| 30D | -2.0% | -1.1% | -0.9% | -2.0% |
| 3M | +3.8% | +41.0% | -37.2% | +2.0% |
| 6M | +0.8% | +105.7% | -104.9% | -3.2% |
| YTD | +3.7% | +155.3% | -151.6% | -1.9% |
| 1Y | +7.1% | +402.7% | -395.6% | -2.6% |
| 3Y | +29.4% | +533.1% | -503.7% | +14.8% |
| 5Y | +40.8% | +583.5% | -542.8% | +21.0% |
| All | +92.8% | +446.9% | -354.1% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling