-6.1%
PATH vs JEPI
+31.2%
-37.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -16.0% |
| 7D | -16.3% | -0.3% | -16.0% | -15.7% |
| 30D | +9.9% | +0.1% | +9.8% | +9.7% |
| 3M | +30.2% | +4.8% | +25.4% | +19.7% |
| 6M | +37.2% | +1.0% | +36.2% | +34.4% |
| YTD | -7.3% | +5.5% | -12.8% | -17.0% |
| 1Y | +40.0% | +9.2% | +30.8% | +17.0% |
| All | -6.1% | +31.2% | -37.3% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling