+168.9%
META vs JEPI
+95.7%
+73.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | +6.7% | -0.3% | +7.0% | +7.4% |
| 30D | +4.8% | +0.1% | +4.6% | +4.5% |
| 3M | -1.6% | +4.8% | -6.4% | -9.4% |
| 6M | -7.5% | +1.0% | -8.5% | -8.9% |
| YTD | -6.4% | +5.5% | -11.9% | -14.7% |
| 1Y | -17.3% | +9.2% | -26.6% | -29.3% |
| 3Y | +109.9% | +31.2% | +78.8% | +29.4% |
| 5Y | +65.4% | +41.4% | +24.0% | -7.8% |
| All | +168.9% | +95.7% | +73.2% | -18.8% |
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 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