+275.6%
RF vs JEPI
+100.3%
+175.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.7% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +4.6% | +2.2% | +2.4% | +0.9% |
| 3M | -8.4% | +2.0% | -10.4% | -11.4% |
| 6M | +8.9% | +7.7% | +1.2% | -3.6% |
| YTD | +8.8% | +8.0% | +0.8% | -4.0% |
| 1Y | +18.9% | +9.7% | +9.2% | +2.3% |
| 3Y | +116.0% | +36.3% | +79.7% | +32.4% |
| 5Y | +46.0% | +44.6% | +1.4% | -17.7% |
| All | +275.6% | +100.3% | +175.2% | -0.4% |
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 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