+94.2%
JEPI vs ZCMD
-100.0%
+194.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +0.7% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -1.4% | -24.8% | +23.3% | -1.4% |
| 3M | +3.5% | -62.8% | +66.3% | +3.3% |
| 6M | +1.9% | -99.5% | +101.5% | +3.1% |
| YTD | +4.4% | -99.8% | +104.2% | +5.9% |
| 1Y | +7.2% | -99.9% | +107.1% | +8.9% |
| 3Y | +29.8% | -100.0% | +129.8% | +32.8% |
| 5Y | +41.7% | -100.0% | +141.7% | +45.1% |
| All | +94.2% | -100.0% | +194.1% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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