+94.9%
JEPI vs Z
-40.0%
+134.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.1% |
| 7D | -0.2% | -3.3% | +3.0% | 0.0% |
| 30D | -0.6% | -3.7% | +3.1% | -0.4% |
| 3M | +4.8% | -7.0% | +11.8% | +5.1% |
| 6M | +2.1% | -29.5% | +31.6% | +4.4% |
| YTD | +4.8% | -52.6% | +57.4% | +10.2% |
| 1Y | +8.4% | -64.0% | +72.5% | +16.3% |
| 3Y | +30.8% | -36.4% | +67.2% | +32.9% |
| 5Y | +41.0% | -65.8% | +106.7% | +42.5% |
| All | +94.9% | -40.0% | +134.9% | +84.6% |
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 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