+41.8%
JEPI vs TROW
-39.3%
+81.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -1.0% | -3.2% | +2.2% | -0.2% |
| 30D | -1.4% | -4.6% | +3.2% | -0.3% |
| 3M | +3.5% | -0.7% | +4.2% | +3.4% |
| 6M | +1.9% | +22.2% | -20.3% | -3.2% |
| YTD | +4.4% | +6.6% | -2.2% | +2.2% |
| 1Y | +7.2% | +5.8% | +1.4% | +5.0% |
| 3Y | +29.8% | +11.6% | +18.2% | +23.4% |
| All | +41.8% | -39.3% | +81.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling