+29.8%
JEPI vs XYL
+15.7%
+14.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | -1.4% | -11.9% | +10.5% | +1.7% |
| 3M | +3.5% | -1.5% | +5.1% | +3.6% |
| 6M | +1.9% | -11.9% | +13.8% | +4.8% |
| YTD | +4.4% | -20.6% | +25.0% | +10.0% |
| 1Y | +7.2% | -23.5% | +30.7% | +14.0% |
| 3Y | +29.8% | +14.9% | +14.9% | +20.5% |
| All | +29.8% | +15.7% | +14.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling