+94.9%
JEPI vs RVTY
+39.4%
+55.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -0.6% | +10.8% | -11.4% | -2.2% |
| 3M | +4.8% | +26.8% | -22.0% | +0.7% |
| 6M | +2.1% | +39.3% | -37.2% | -3.7% |
| YTD | +4.8% | +31.6% | -26.8% | -0.5% |
| 1Y | +8.4% | +47.7% | -39.2% | +0.7% |
| 3Y | +30.8% | +19.9% | +10.9% | +23.7% |
| 5Y | +41.0% | -32.3% | +73.3% | +43.7% |
| All | +94.9% | +39.4% | +55.5% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling