+41.8%
JEPI vs TRU
-35.6%
+77.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.6% |
| 30D | -1.4% | -2.0% | +0.6% | -1.2% |
| 3M | +3.5% | +18.4% | -14.9% | +0.4% |
| 6M | +1.9% | +8.9% | -6.9% | -0.1% |
| YTD | +4.4% | -8.9% | +13.4% | +5.0% |
| 1Y | +7.2% | -15.9% | +23.1% | +9.0% |
| 3Y | +29.8% | -1.1% | +30.9% | +26.1% |
| All | +41.8% | -35.6% | +77.4% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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