-49.3%
TE vs JEPI
+41.5%
-90.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.9% |
| 7D | +0.2% | -1.0% | +1.2% | +2.5% |
| 30D | -5.9% | -1.4% | -4.5% | -2.8% |
| 3M | -45.6% | +3.5% | -49.1% | -50.1% |
| 6M | -43.4% | +1.9% | -45.3% | -46.4% |
| YTD | -31.0% | +4.4% | -35.4% | -38.6% |
| 1Y | +145.2% | +7.2% | +138.0% | +105.6% |
| 3Y | -24.1% | +29.8% | -53.8% | -55.3% |
| All | -49.3% | +41.5% | -90.8% | -72.8% |
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