+40.8%
JEPI vs RVTY
-34.5%
+75.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | -2.0% | -7.4% | +5.4% | -0.8% |
| 30D | -2.0% | +4.5% | -6.5% | -2.8% |
| 3M | +3.8% | +19.5% | -15.7% | +0.5% |
| 6M | +0.8% | +34.1% | -33.3% | -4.7% |
| YTD | +3.7% | +25.3% | -21.5% | -1.1% |
| 1Y | +7.1% | +47.0% | -39.9% | -1.2% |
| 3Y | +29.4% | +14.1% | +15.3% | +23.0% |
| 5Y | +40.8% | -34.6% | +75.3% | +47.7% |
| All | +40.8% | -34.5% | +75.2% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling