+161.0%
QCOM vs JEPI
+92.4%
+68.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.2% |
| 7D | +4.9% | -2.0% | +7.0% | +8.8% |
| 30D | +9.3% | -2.0% | +11.3% | +13.3% |
| 3M | -7.0% | +3.8% | -10.8% | -13.3% |
| 6M | +32.0% | +0.8% | +31.2% | +29.5% |
| YTD | +5.0% | +3.7% | +1.3% | -2.1% |
| 1Y | +13.6% | +7.1% | +6.5% | +0.2% |
| 3Y | +77.6% | +29.4% | +48.2% | +13.9% |
| 5Y | +38.2% | +40.8% | -2.5% | -21.0% |
| All | +161.0% | +92.4% | +68.5% | -12.0% |
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