+829.8%
TPR vs JEPI
+92.4%
+737.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.7% |
| 7D | -5.1% | -2.0% | -3.1% | -1.7% |
| 30D | -27.6% | -2.0% | -25.5% | -25.0% |
| 3M | -17.5% | +3.8% | -21.2% | -22.3% |
| 6M | -21.3% | +0.8% | -22.2% | -22.0% |
| YTD | -8.5% | +3.7% | -12.2% | -13.3% |
| 1Y | +11.5% | +7.1% | +4.3% | +0.5% |
| 3Y | +288.0% | +29.4% | +258.6% | +161.1% |
| 5Y | +225.2% | +40.8% | +184.4% | +94.3% |
| All | +829.8% | +92.4% | +737.4% | +218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling