+94.2%
JEPI vs Z
-39.8%
+133.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.4% |
| 7D | -1.0% | -6.0% | +5.0% | -0.6% |
| 30D | -1.4% | -2.3% | +0.9% | -1.3% |
| 3M | +3.5% | -0.6% | +4.2% | +3.3% |
| 6M | +1.9% | -27.6% | +29.5% | +4.0% |
| YTD | +4.4% | -52.4% | +56.8% | +9.8% |
| 1Y | +7.2% | -63.6% | +70.8% | +14.9% |
| 3Y | +29.8% | -36.4% | +66.2% | +31.8% |
| 5Y | +41.7% | -64.6% | +106.3% | +43.1% |
| All | +94.2% | -39.8% | +133.9% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling