+32.6%
USB vs JEPI
+9.7%
+22.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +1.4% | +0.6% | +0.9% | +0.5% |
| 30D | +6.4% | +1.6% | +4.9% | +4.0% |
| 3M | -4.5% | +1.3% | -5.8% | -6.3% |
| 6M | +11.4% | +6.5% | +4.9% | +2.3% |
| YTD | +17.1% | +6.9% | +10.2% | +6.3% |
| 1Y | +32.6% | +9.4% | +23.2% | +15.9% |
| All | +32.6% | +9.7% | +22.9% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling