+27.0%
NFLX vs JEPI
+39.8%
-12.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -8.1% | -2.0% | -6.0% | -5.3% |
| 30D | +1.6% | -2.0% | +3.6% | +4.7% |
| 3M | -7.3% | +3.8% | -11.1% | -11.9% |
| 6M | -21.6% | +0.8% | -22.4% | -22.5% |
| YTD | -18.9% | +3.7% | -22.6% | -23.1% |
| 1Y | -39.1% | +7.1% | -46.2% | -45.0% |
| 3Y | +71.7% | +29.4% | +42.3% | +13.3% |
| 5Y | +27.0% | +40.8% | -13.8% | -26.7% |
| All | +27.0% | +39.8% | -12.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling