-68.9%
U vs JEPI
+39.8%
-108.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | +0.2% |
| 7D | 0.0% | -2.0% | +2.0% | +5.6% |
| 30D | -4.1% | -2.0% | -2.1% | +1.3% |
| 3M | +57.8% | +3.8% | +54.0% | +42.9% |
| 6M | +103.5% | +0.8% | +102.7% | +97.8% |
| YTD | -4.8% | +3.7% | -8.5% | -14.5% |
| 1Y | -2.4% | +7.1% | -9.5% | -19.6% |
| 3Y | +11.7% | +29.4% | -17.7% | -44.6% |
| 5Y | -68.9% | +40.8% | -109.6% | -86.8% |
| All | -68.9% | +39.8% | -108.7% | -86.8% |
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