+223.8%
QQQ vs JEPI
+93.8%
+130.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | -0.2% |
| 7D | -0.6% | -1.0% | +0.4% | +0.9% |
| 30D | -1.2% | -1.4% | +0.2% | +0.9% |
| 3M | -0.2% | +3.5% | -3.8% | -5.4% |
| 6M | +17.9% | +1.9% | +16.0% | +14.4% |
| YTD | +16.6% | +4.4% | +12.2% | +9.0% |
| 1Y | +23.0% | +7.2% | +15.8% | +10.3% |
| 3Y | +92.9% | +29.8% | +63.2% | +29.1% |
| 5Y | +95.6% | +41.7% | +53.9% | +15.8% |
| All | +223.8% | +93.8% | +130.0% | +15.4% |
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