+36.5%
JEPI vs Z
-18.1%
+54.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +2.5% | +5.2% | -2.7% | +1.9% |
| 3M | +1.9% | -17.0% | +19.0% | +3.3% |
| 6M | +7.7% | -22.7% | +30.4% | +9.6% |
| YTD | +8.2% | -56.3% | +64.5% | +15.6% |
| 1Y | +10.4% | -57.7% | +68.0% | +18.2% |
| 3Y | +36.5% | -16.5% | +53.1% | +39.6% |
| All | +36.5% | -18.1% | +54.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling