+41.8%
JEPI vs XHB
+33.0%
+8.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.5% |
| 3Y | +29.8% | +22.6% | +7.2% | +18.0% |
| All | +41.8% | +33.0% | +8.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling