+90.1%
RF vs JEPI
+41.4%
+48.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +1.3% | -0.3% | +1.7% | +1.9% |
| 30D | -3.6% | +0.1% | -3.8% | -3.8% |
| 3M | +8.1% | +4.8% | +3.3% | +0.4% |
| 6M | +11.5% | +1.0% | +10.5% | +9.9% |
| YTD | +15.6% | +5.5% | +10.1% | +6.3% |
| 1Y | +15.7% | +9.2% | +6.5% | +0.9% |
| 3Y | +86.9% | +31.2% | +55.7% | +24.3% |
| All | +90.1% | +41.4% | +48.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling