+96.9%
PSX vs JEPI
+10.9%
+86.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -3.9% |
| 7D | -5.2% | +1.5% | -6.6% | -4.6% |
| 30D | -3.7% | +3.6% | -7.3% | -2.7% |
| 3M | +26.8% | +2.3% | +24.5% | +27.8% |
| 6M | +47.3% | +5.6% | +41.7% | +49.5% |
| YTD | +105.4% | +7.5% | +98.0% | +105.1% |
| 1Y | +96.9% | +10.6% | +86.3% | +92.8% |
| All | +96.9% | +10.9% | +86.0% | +92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling