+361.4%
JPM vs JEPI
+92.4%
+269.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3Y | +162.6% | +29.4% | +133.2% | +88.8% |
| 5Y | +154.6% | +40.8% | +113.9% | +64.4% |
| All | +361.4% | +92.4% | +269.0% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling