+7.4%
O vs JEPI
+44.0%
-36.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.4% | +2.7% | -3.1% | -2.6% |
| 30D | +7.1% | +2.5% | +4.6% | +4.8% |
| 3M | -5.2% | +1.9% | -7.2% | -6.8% |
| 6M | -1.8% | +7.7% | -9.5% | -7.8% |
| YTD | +9.1% | +8.2% | +0.9% | +1.9% |
| 1Y | +9.7% | +10.4% | -0.7% | +0.7% |
| 3Y | +39.1% | +36.5% | +2.6% | +3.5% |
| All | +7.4% | +44.0% | -36.7% | -23.9% |
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 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