+17.2%
O vs JEPI
+39.8%
-22.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -3.5% | -2.0% | -1.5% | -1.8% |
| 30D | -3.3% | -2.0% | -1.3% | -1.7% |
| 3M | -2.8% | +3.8% | -6.6% | -5.8% |
| 6M | -5.8% | +0.8% | -6.6% | -6.4% |
| YTD | +9.4% | +3.7% | +5.7% | +6.0% |
| 1Y | +5.7% | +7.1% | -1.4% | -0.4% |
| 3Y | +27.2% | +29.4% | -2.2% | -0.5% |
| 5Y | +17.2% | +40.8% | -23.6% | -15.3% |
| All | +17.2% | +39.8% | -22.7% | -15.3% |
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 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