+162.5%
NDAQ vs JEPI
+93.8%
+68.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.5% |
| 7D | -5.6% | -1.0% | -4.6% | -4.3% |
| 30D | -4.4% | -1.4% | -2.9% | -2.5% |
| 3M | +5.9% | +3.5% | +2.3% | +1.2% |
| 6M | +7.7% | +1.9% | +5.8% | +5.1% |
| YTD | -5.2% | +4.4% | -9.6% | -10.4% |
| 1Y | -3.4% | +7.2% | -10.6% | -11.9% |
| 3Y | +85.6% | +29.8% | +55.9% | +31.2% |
| 5Y | +49.5% | +41.7% | +7.8% | -5.8% |
| All | +162.5% | +93.8% | +68.8% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling