+93.8%
JEPI vs XME
+512.0%
-418.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.3% | +1.4% | -2.7% | -1.6% |
| 3M | +3.3% | +2.7% | +0.6% | +2.6% |
| 6M | +1.0% | +6.5% | -5.5% | -0.7% |
| YTD | +4.2% | +15.2% | -11.0% | +0.7% |
| 1Y | +7.9% | +43.5% | -35.6% | -0.2% |
| 3Y | +30.0% | +135.9% | -105.8% | +8.5% |
| 5Y | +40.9% | +181.5% | -140.5% | +13.9% |
| All | +93.8% | +512.0% | -418.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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