-25.8%
TE vs JEPI
+10.9%
-36.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -5.6% |
| 7D | +3.8% | +1.5% | +2.3% | +2.0% |
| 30D | -26.2% | +3.6% | -29.8% | -29.2% |
| 3M | -49.7% | +2.3% | -52.0% | -51.1% |
| 6M | -46.5% | +5.6% | -52.1% | -49.7% |
| YTD | -59.1% | +7.5% | -66.6% | -61.2% |
| 1Y | -25.8% | +10.6% | -36.4% | -38.6% |
| All | -25.8% | +10.9% | -36.7% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling