+894.7%
NET vs JEPI
+95.7%
+799.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.1% |
| 7D | -7.0% | -0.3% | -6.6% | -6.2% |
| 30D | -4.8% | +0.1% | -4.9% | -5.2% |
| 3M | +3.8% | +4.8% | -0.9% | -6.8% |
| 6M | +50.0% | +1.0% | +49.0% | +45.5% |
| YTD | +41.5% | +5.5% | +36.0% | +24.1% |
| 1Y | +32.8% | +9.2% | +23.6% | +7.2% |
| 3Y | +335.9% | +31.2% | +304.7% | +125.2% |
| 5Y | +113.8% | +41.4% | +72.5% | -1.6% |
| All | +894.7% | +95.7% | +799.0% | +178.6% |
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