+191.2%
TER vs JEPI
+36.7%
+154.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.1% |
| 7D | +14.4% | +2.7% | +11.6% | +7.9% |
| 30D | -30.6% | +2.5% | -33.1% | -33.9% |
| 3M | -39.2% | +1.9% | -41.1% | -41.5% |
| 6M | -31.3% | +7.7% | -39.0% | -42.4% |
| YTD | +29.1% | +8.2% | +20.9% | +8.9% |
| 1Y | +47.4% | +10.4% | +37.0% | +19.0% |
| 3Y | +191.2% | +36.5% | +154.7% | +35.1% |
| All | +191.2% | +36.7% | +154.5% | +35.1% |
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