+94.2%
JEPI vs RVTY
+36.4%
+57.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -1.0% | -4.5% | +3.5% | -0.3% |
| 30D | -1.4% | +5.5% | -6.9% | -2.3% |
| 3M | +3.5% | +22.5% | -19.0% | 0.0% |
| 6M | +1.9% | +38.9% | -37.0% | -3.9% |
| YTD | +4.4% | +28.7% | -24.3% | -0.6% |
| 1Y | +7.2% | +45.5% | -38.3% | -0.3% |
| 3Y | +29.8% | +16.4% | +13.4% | +23.4% |
| 5Y | +41.7% | -32.7% | +74.5% | +44.7% |
| All | +94.2% | +36.4% | +57.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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