-4.9%
LYB vs JEPI
+41.5%
-46.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.8% |
| 7D | +0.3% | -1.0% | +1.3% | +1.5% |
| 30D | +2.5% | -1.4% | +3.9% | +4.2% |
| 3M | +1.4% | +3.5% | -2.2% | -3.4% |
| 6M | -3.5% | +1.9% | -5.4% | -7.1% |
| YTD | +52.0% | +4.4% | +47.6% | +41.4% |
| 1Y | +22.1% | +7.2% | +14.9% | +9.6% |
| 3Y | -22.8% | +29.8% | -52.5% | -45.4% |
| All | -4.9% | +41.5% | -46.4% | -39.8% |
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