+94.2%
JEPI vs XHB
+166.8%
-72.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -1.0% | -4.6% | +3.6% | +0.2% |
| 30D | -1.4% | -9.1% | +7.7% | +1.0% |
| 3M | +3.5% | -8.6% | +12.1% | +5.7% |
| 6M | +1.9% | -4.0% | +6.0% | +2.4% |
| YTD | +4.4% | -3.9% | +8.4% | +4.7% |
| 1Y | +7.2% | -16.5% | +23.7% | +11.3% |
| 3Y | +29.8% | +22.6% | +7.2% | +19.2% |
| 5Y | +41.7% | +33.9% | +7.8% | +23.8% |
| All | +94.2% | +166.8% | -72.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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