+92.8%
JEPI vs TAP
+21.4%
+71.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.0% | -5.3% | +3.2% | -1.3% |
| 30D | -2.0% | -7.4% | +5.3% | -1.1% |
| 3M | +3.8% | -4.9% | +8.7% | +4.3% |
| 6M | +0.8% | -14.2% | +15.0% | +2.6% |
| YTD | +3.7% | -14.8% | +18.5% | +5.5% |
| 1Y | +7.1% | -18.1% | +25.2% | +9.4% |
| 3Y | +29.4% | -32.7% | +62.1% | +35.2% |
| 5Y | +40.8% | -0.5% | +41.2% | +39.3% |
| All | +92.8% | +21.4% | +71.5% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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