+96.8%
META vs JEPI
+36.7%
+60.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.1% |
| 7D | +5.2% | +2.7% | +2.5% | +0.8% |
| 30D | -13.0% | +2.5% | -15.5% | -16.5% |
| 3M | +7.9% | +1.9% | +6.0% | +4.6% |
| 6M | +4.2% | +7.7% | -3.5% | -7.4% |
| YTD | -2.5% | +8.2% | -10.7% | -14.0% |
| 1Y | +5.6% | +10.4% | -4.8% | -9.9% |
| 3Y | +96.8% | +36.5% | +60.3% | +24.8% |
| All | +96.8% | +36.7% | +60.1% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling