+29.8%
JEPI vs TRI
-18.9%
+48.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -1.0% | -7.9% | +6.9% | -0.4% |
| 30D | -1.4% | -4.5% | +3.1% | -1.1% |
| 3M | +3.5% | +22.1% | -18.6% | +1.2% |
| 6M | +1.9% | -2.8% | +4.7% | +2.0% |
| YTD | +4.4% | -23.4% | +27.8% | +9.1% |
| 1Y | +7.2% | -41.5% | +48.7% | +18.4% |
| 3Y | +29.8% | -19.2% | +49.0% | +28.8% |
| All | +29.8% | -18.9% | +48.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling