+292.0%
RF vs JEPI
+93.4%
+198.6%
-41.0%
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% | +0.3% |
| 7D | -0.1% | -1.1% | +1.0% | +1.7% |
| 30D | -4.0% | -1.3% | -2.8% | -2.0% |
| 3M | +5.6% | +3.3% | +2.2% | +0.1% |
| 6M | +13.1% | +1.0% | +12.1% | +11.4% |
| YTD | +13.6% | +4.2% | +9.3% | +6.2% |
| 1Y | +16.0% | +7.9% | +8.0% | +2.7% |
| 3Y | +90.2% | +30.0% | +60.2% | +26.2% |
| 5Y | +87.0% | +40.9% | +46.1% | +10.1% |
| All | +292.0% | +93.4% | +198.6% | +10.2% |
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