+93.8%
JEPI vs TECK
+676.0%
-582.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -1.1% | +4.9% | -6.0% | -1.5% |
| 30D | -1.3% | +5.2% | -6.5% | -1.7% |
| 3M | +3.3% | +13.8% | -10.4% | +2.0% |
| 6M | +1.0% | +38.5% | -37.5% | -2.3% |
| YTD | +4.2% | +47.3% | -43.1% | 0.0% |
| 1Y | +7.9% | +81.0% | -73.1% | +1.5% |
| 3Y | +30.0% | +79.9% | -49.8% | +20.6% |
| 5Y | +40.9% | +207.9% | -166.9% | +25.9% |
| All | +93.8% | +676.0% | -582.2% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling