+63.0%
O vs JEPI
+93.8%
-30.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -2.9% | -1.0% | -1.9% | -2.0% |
| 30D | -4.5% | -1.4% | -3.1% | -3.3% |
| 3M | -2.6% | +3.5% | -6.2% | -5.7% |
| 6M | -5.6% | +1.9% | -7.6% | -7.3% |
| YTD | +9.3% | +4.4% | +4.8% | +4.9% |
| 1Y | +4.3% | +7.2% | -2.9% | -2.3% |
| 3Y | +27.4% | +29.8% | -2.3% | -2.6% |
| 5Y | +17.1% | +41.7% | -24.7% | -18.7% |
| All | +63.0% | +93.8% | -30.7% | -29.9% |
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