+73.0%
T vs JEPI
+94.5%
-21.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +7.6% | -0.6% | +8.2% | +8.1% |
| 3M | +15.3% | +4.8% | +10.5% | +11.7% |
| 6M | -8.5% | +2.1% | -10.6% | -9.8% |
| YTD | +6.8% | +4.8% | +1.9% | +3.1% |
| 1Y | -7.2% | +8.4% | -15.7% | -12.7% |
| 3Y | +108.2% | +30.8% | +77.5% | +67.0% |
| 5Y | +66.1% | +41.0% | +25.1% | +22.9% |
| All | +73.0% | +94.5% | -21.5% | -11.4% |
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