+161.4%
JPM vs JEPI
+29.2%
+132.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -2.3% | -2.0% | -0.3% | +0.4% |
| 30D | -2.3% | -2.0% | -0.3% | +0.4% |
| 3M | +14.9% | +3.8% | +11.1% | +9.3% |
| 6M | +23.6% | +0.8% | +22.8% | +22.3% |
| YTD | +11.3% | +3.7% | +7.6% | +6.1% |
| 1Y | +19.9% | +7.1% | +12.8% | +9.7% |
| All | +161.4% | +29.2% | +132.3% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 3y: compounded portfolio wealth divided by compounded JEPI 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…
3y analysis · Full analysis span regression · 6 months rolling