+185.3%
QLD vs JEPI
+32.2%
+153.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.4% |
| 7D | +0.6% | -0.3% | +0.9% | +1.5% |
| 30D | -0.1% | +0.1% | -0.3% | -0.6% |
| 3M | -8.4% | +4.8% | -13.1% | -19.6% |
| 6M | +32.2% | +1.0% | +31.2% | +28.8% |
| YTD | +28.9% | +5.5% | +23.4% | +10.9% |
| 1Y | +43.8% | +9.2% | +34.6% | +12.1% |
| All | +185.3% | +32.2% | +153.1% | +38.5% |
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