+221.0%
QQQ vs JEPI
+92.4%
+128.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.3% |
| 7D | -1.3% | -2.0% | +0.8% | +1.9% |
| 30D | -1.4% | -2.0% | +0.7% | +1.7% |
| 3M | +2.3% | +3.8% | -1.5% | -3.4% |
| 6M | +16.9% | +0.8% | +16.1% | +15.3% |
| YTD | +15.6% | +3.7% | +11.9% | +9.2% |
| 1Y | +22.6% | +7.1% | +15.5% | +10.1% |
| 3Y | +93.5% | +29.4% | +64.1% | +30.0% |
| 5Y | +93.9% | +40.8% | +53.2% | +16.0% |
| All | +221.0% | +92.4% | +128.5% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling