+96.1%
JEPI vs TAP
+27.9%
+68.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | +0.1% | -2.1% | +2.3% | +0.4% |
| 3M | +4.8% | +6.6% | -1.9% | +3.7% |
| 6M | +1.0% | -11.5% | +12.5% | +2.4% |
| YTD | +5.5% | -10.3% | +15.7% | +6.6% |
| 1Y | +9.2% | -14.4% | +23.6% | +11.0% |
| 3Y | +31.2% | -28.3% | +59.5% | +35.9% |
| 5Y | +41.4% | +1.7% | +39.7% | +39.3% |
| All | +96.1% | +27.9% | +68.2% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling