+228.2%
TER vs JEPI
+40.2%
+187.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +4.4% |
| 7D | +12.4% | -1.1% | +13.5% | +14.9% |
| 30D | +5.1% | -1.3% | +6.4% | +7.7% |
| 3M | +4.0% | +3.3% | +0.6% | -4.0% |
| 6M | +29.5% | +1.0% | +28.5% | +26.7% |
| YTD | +98.5% | +4.2% | +94.2% | +82.5% |
| 1Y | +234.1% | +7.9% | +226.2% | +186.6% |
| 3Y | +289.0% | +30.0% | +259.0% | +135.9% |
| 5Y | +228.2% | +40.9% | +187.2% | +77.9% |
| All | +228.2% | +40.2% | +187.9% | +77.9% |
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 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