-2.1%
TEAM vs JEPI
+94.5%
-96.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -5.8% |
| 7D | -5.7% | -0.2% | -5.4% | -5.2% |
| 30D | +18.3% | -0.6% | +18.9% | +19.7% |
| 3M | +80.2% | +4.8% | +75.4% | +65.2% |
| 6M | +111.0% | +2.1% | +108.9% | +101.4% |
| YTD | +8.8% | +4.8% | +4.0% | -2.1% |
| 1Y | +2.2% | +8.4% | -6.3% | -14.1% |
| 3Y | -14.6% | +30.8% | -45.4% | -49.3% |
| 5Y | -53.8% | +41.0% | -94.8% | -75.3% |
| All | -2.1% | +94.5% | -96.7% | -62.9% |
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 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