+101.1%
JEPI vs Z
-44.8%
+145.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +1.9% | -17.0% | +19.0% | +3.1% |
| 6M | +7.7% | -22.7% | +30.4% | +9.3% |
| YTD | +8.2% | -56.3% | +64.5% | +14.2% |
| 1Y | +10.4% | -57.7% | +68.0% | +16.7% |
| 3Y | +36.5% | -16.5% | +53.1% | +36.0% |
| 5Y | +44.2% | -53.4% | +97.6% | +44.7% |
| All | +101.1% | -44.8% | +145.8% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling