+94.2%
JEPI vs TECK
+633.0%
-538.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.0% | -3.8% | +2.9% | -0.7% |
| 30D | -1.4% | +0.7% | -2.2% | -1.5% |
| 3M | +3.5% | +4.6% | -1.1% | +2.9% |
| 6M | +1.9% | +25.1% | -23.2% | -0.6% |
| YTD | +4.4% | +39.2% | -34.7% | +0.7% |
| 1Y | +7.2% | +60.3% | -53.1% | +1.9% |
| 3Y | +29.8% | +62.9% | -33.1% | +21.3% |
| 5Y | +41.7% | +181.5% | -139.7% | +27.4% |
| All | +94.2% | +633.0% | -538.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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