+142.7%
USB vs JEPI
+100.3%
+42.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -1.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | +5.7% | +2.2% | +3.5% | +2.2% |
| 3M | -4.7% | +2.0% | -6.7% | -7.6% |
| 6M | +13.4% | +7.7% | +5.7% | +1.4% |
| YTD | +17.0% | +8.0% | +9.0% | +4.2% |
| 1Y | +32.4% | +9.7% | +22.7% | +15.1% |
| 3Y | +101.7% | +36.3% | +65.4% | +28.8% |
| 5Y | +24.4% | +44.6% | -20.2% | -25.9% |
| All | +142.7% | +100.3% | +42.4% | -22.0% |
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