+152.5%
JPM vs JEPI
+41.5%
+111.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.2% |
| 7D | -0.7% | -1.0% | +0.3% | +0.7% |
| 30D | -2.5% | -1.4% | -1.0% | -0.6% |
| 3M | +14.1% | +3.5% | +10.6% | +8.9% |
| 6M | +25.1% | +1.9% | +23.2% | +22.0% |
| YTD | +12.1% | +4.4% | +7.7% | +5.9% |
| 1Y | +18.8% | +7.2% | +11.6% | +8.5% |
| 3Y | +163.4% | +29.8% | +133.6% | +88.8% |
| All | +152.5% | +41.5% | +111.0% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling