+43.2%
TER vs JEPI
+10.9%
+32.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -10.4% |
| 7D | -19.9% | +1.5% | -21.3% | -22.5% |
| 30D | -43.5% | +3.6% | -47.1% | -48.1% |
| 3M | -37.8% | +2.3% | -40.1% | -41.4% |
| 6M | -25.6% | +5.6% | -31.2% | -36.9% |
| YTD | +29.8% | +7.5% | +22.4% | +6.2% |
| 1Y | +43.2% | +10.6% | +32.6% | +7.6% |
| All | +43.2% | +10.9% | +32.3% | +7.6% |
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