+10.4%
JEPI vs XLRE
+13.8%
-3.3%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.6% |
| 7D | +1.5% | +7.1% | -5.6% | -0.8% |
| 30D | +3.6% | +10.9% | -7.4% | +0.1% |
| 3M | +2.3% | +0.7% | +1.6% | +2.1% |
| 6M | +5.6% | +4.1% | +1.5% | +3.9% |
| YTD | +7.5% | +14.5% | -7.1% | +1.0% |
| All | +10.4% | +13.8% | -3.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling