+94.2%
JEPI vs ZBH
-19.1%
+113.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.0% | -4.7% | +3.7% | -0.2% |
| 30D | -1.4% | -4.5% | +3.1% | -0.7% |
| 3M | +3.5% | +7.6% | -4.0% | +2.0% |
| 6M | +1.9% | +0.3% | +1.7% | +1.4% |
| YTD | +4.4% | +4.5% | -0.1% | +3.0% |
| 1Y | +7.2% | -9.4% | +16.6% | +8.1% |
| 3Y | +29.8% | -21.5% | +51.3% | +33.5% |
| 5Y | +41.7% | -28.4% | +70.1% | +45.6% |
| All | +94.2% | -19.1% | +113.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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