+493.0%
TER vs JEPI
+95.7%
+397.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.3% |
| 7D | +0.6% | -0.3% | +1.0% | +1.3% |
| 30D | -8.3% | +0.1% | -8.4% | -8.7% |
| 3M | -12.2% | +4.8% | -17.0% | -21.0% |
| 6M | +17.1% | +1.0% | +16.1% | +14.9% |
| YTD | +84.7% | +5.5% | +79.2% | +66.0% |
| 1Y | +199.9% | +9.2% | +190.7% | +151.7% |
| 3Y | +232.8% | +31.2% | +201.6% | +98.9% |
| 5Y | +198.6% | +41.4% | +157.2% | +59.6% |
| All | +493.0% | +95.7% | +397.2% | +66.3% |
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