+473.8%
QLD vs JEPI
+93.4%
+380.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +1.1% |
| 7D | +1.9% | -1.1% | +3.0% | +5.4% |
| 30D | -1.8% | -1.3% | -0.5% | +1.9% |
| 3M | -0.1% | +3.3% | -3.4% | -9.6% |
| 6M | +32.6% | +1.0% | +31.6% | +28.5% |
| YTD | +27.9% | +4.2% | +23.7% | +12.7% |
| 1Y | +40.3% | +7.9% | +32.3% | +11.2% |
| 3Y | +182.5% | +30.0% | +152.4% | +32.7% |
| 5Y | +122.5% | +40.9% | +81.6% | -9.0% |
| All | +473.8% | +93.4% | +380.4% | -13.8% |
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 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