+275.4%
MAR vs JEPI
+94.5%
+180.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.4% |
| 30D | -6.9% | -0.6% | -6.3% | -6.0% |
| 3M | -15.8% | +4.8% | -20.6% | -21.7% |
| 6M | +1.9% | +2.1% | -0.1% | -1.1% |
| YTD | +6.6% | +4.8% | +1.8% | -0.6% |
| 1Y | +23.7% | +8.4% | +15.2% | +9.6% |
| 3Y | +64.6% | +30.8% | +33.8% | +10.8% |
| 5Y | +156.4% | +41.0% | +115.4% | +55.4% |
| All | +275.4% | +94.5% | +180.9% | +11.0% |
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 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