+279.4%
RF vs JEPI
+98.2%
+181.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | -1.1% |
| 7D | -0.1% | +0.3% | -0.5% | -0.8% |
| 30D | +7.0% | +1.4% | +5.6% | +4.4% |
| 3M | -7.0% | +1.3% | -8.3% | -9.0% |
| 6M | +6.8% | +6.3% | +0.4% | -3.5% |
| YTD | +9.9% | +6.8% | +3.1% | -1.3% |
| 1Y | +21.1% | +9.8% | +11.3% | +4.0% |
| 3Y | +119.6% | +36.0% | +83.6% | +35.0% |
| 5Y | +46.2% | +43.4% | +2.8% | -16.4% |
| All | +279.4% | +98.2% | +181.2% | +2.4% |
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