+93.8%
JEPI vs XPO
+641.0%
-547.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -1.3% | -8.1% | +6.8% | -0.3% |
| 3M | +3.3% | -19.0% | +22.4% | +5.8% |
| 6M | +1.0% | -5.2% | +6.2% | +1.2% |
| YTD | +4.2% | +35.6% | -31.3% | -0.3% |
| 1Y | +7.9% | +41.1% | -33.2% | +2.3% |
| 3Y | +30.0% | +157.9% | -127.9% | +11.7% |
| 5Y | +40.9% | +265.6% | -224.7% | +11.1% |
| All | +93.8% | +641.0% | -547.3% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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