+92.8%
JEPI vs ZBRA
+42.1%
+50.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.0% | -3.8% | +1.7% | -1.5% |
| 30D | -2.0% | -10.2% | +8.2% | -0.6% |
| 3M | +3.8% | +58.7% | -54.9% | -3.7% |
| 6M | +0.8% | +61.9% | -61.1% | -7.1% |
| YTD | +3.7% | +41.7% | -38.0% | -2.8% |
| 1Y | +7.1% | +12.4% | -5.2% | +3.7% |
| 3Y | +29.4% | +34.2% | -4.8% | +19.1% |
| 5Y | +40.8% | -40.8% | +81.5% | +43.6% |
| All | +92.8% | +42.1% | +50.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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