-17.3%
META vs JEPI
+9.5%
-26.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +6.7% | -0.3% | +7.0% | +7.3% |
| 30D | +4.8% | +0.1% | +4.6% | +4.6% |
| 3M | -1.6% | +4.8% | -6.4% | -8.1% |
| 6M | -7.5% | +1.0% | -8.5% | -10.9% |
| YTD | -6.4% | +5.5% | -11.9% | -13.9% |
| 1Y | -17.3% | +9.2% | -26.6% | -26.2% |
| All | -17.3% | +9.5% | -26.9% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling