-35.7%
U vs JEPI
+77.7%
-113.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +2.7% |
| 7D | +5.5% | -1.0% | +6.5% | +8.2% |
| 30D | -1.3% | -1.4% | +0.1% | +2.4% |
| 3M | +64.6% | +3.5% | +61.0% | +51.0% |
| 6M | +119.4% | +1.9% | +117.4% | +107.9% |
| YTD | -0.5% | +4.4% | -4.9% | -11.5% |
| 1Y | +1.3% | +7.2% | -5.9% | -15.5% |
| 3Y | +15.6% | +29.8% | -14.1% | -39.2% |
| 5Y | -67.5% | +41.7% | -109.2% | -85.1% |
| All | -35.7% | +77.7% | -113.4% | -81.7% |
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