-24.5%
TE vs JEPI
+29.2%
-53.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.5% |
| 7D | +0.9% | -2.0% | +2.9% | +6.1% |
| 30D | -16.3% | -2.0% | -14.3% | -11.9% |
| 3M | -40.8% | +3.8% | -44.5% | -46.5% |
| 6M | -42.6% | +0.8% | -43.4% | -44.4% |
| YTD | -31.4% | +3.7% | -35.2% | -39.0% |
| 1Y | +144.9% | +7.1% | +137.8% | +99.3% |
| All | -24.5% | +29.2% | -53.7% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling