+293.7%
TPR vs JEPI
+30.9%
+262.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.7% |
| 7D | -3.4% | -0.2% | -3.1% | -3.0% |
| 30D | -27.3% | -0.6% | -26.7% | -26.5% |
| 3M | -16.2% | +4.8% | -21.0% | -22.5% |
| 6M | -17.9% | +2.1% | -20.0% | -20.4% |
| YTD | -7.1% | +4.8% | -12.0% | -13.7% |
| 1Y | +13.6% | +8.4% | +5.2% | +0.2% |
| 3Y | +293.7% | +30.8% | +263.0% | +175.3% |
| All | +293.7% | +30.9% | +262.9% | +175.3% |
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 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