+93.8%
JEPI vs XYL
+88.8%
+5.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -1.1% | +0.8% | -2.0% | -1.4% |
| 30D | -1.3% | -10.8% | +9.6% | +1.5% |
| 3M | +3.3% | -2.5% | +5.9% | +3.7% |
| 6M | +1.0% | -12.2% | +13.2% | +3.9% |
| YTD | +4.2% | -20.1% | +24.3% | +9.6% |
| 1Y | +7.9% | -20.6% | +28.6% | +13.6% |
| 3Y | +30.0% | +17.3% | +12.7% | +22.2% |
| 5Y | +40.9% | -14.5% | +55.4% | +36.8% |
| All | +93.8% | +88.8% | +5.0% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling