+1.9%
JEPI vs ZCMD
-99.5%
+101.5%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.8% | +0.7% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -1.4% | -24.8% | +23.4% | -1.4% |
| 3M | +3.5% | -62.8% | +66.3% | +3.5% |
| 6M | +1.9% | -99.5% | +101.5% | +4.0% |
| All | +1.9% | -99.5% | +101.5% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling