+93.8%
JEPI vs XHB
+168.9%
-75.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.1% | -1.9% | +0.8% | -0.7% |
| 30D | -1.3% | -8.3% | +7.1% | +0.9% |
| 3M | +3.3% | -7.1% | +10.5% | +5.0% |
| 6M | +1.0% | -5.3% | +6.3% | +1.8% |
| YTD | +4.2% | -3.2% | +7.4% | +4.3% |
| 1Y | +7.9% | -13.9% | +21.8% | +11.2% |
| 3Y | +30.0% | +24.9% | +5.1% | +18.9% |
| 5Y | +40.9% | +34.5% | +6.4% | +22.9% |
| All | +93.8% | +168.9% | -75.2% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling