-0.3%
TEAM vs JEPI
+93.8%
-94.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -1.2% |
| 7D | -5.2% | -1.0% | -4.2% | -3.4% |
| 30D | +15.8% | -1.4% | +17.2% | +18.9% |
| 3M | +101.5% | +3.5% | +97.9% | +88.9% |
| 6M | +138.2% | +1.9% | +136.2% | +127.8% |
| YTD | +10.8% | +4.4% | +6.4% | +0.5% |
| 1Y | +1.7% | +7.2% | -5.5% | -12.5% |
| 3Y | -16.0% | +29.8% | -45.8% | -49.4% |
| 5Y | -52.7% | +41.7% | -94.4% | -74.7% |
| All | -0.3% | +93.8% | -94.1% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling