+91.5%
USB vs JEPI
+31.5%
+60.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | 0.0% | -2.0% | +2.0% | +2.9% |
| 30D | +5.8% | 0.0% | +5.9% | +5.7% |
| 3M | -6.0% | -1.4% | -4.6% | -4.1% |
| 6M | +7.8% | +2.6% | +5.1% | +3.5% |
| YTD | +14.6% | +4.0% | +10.6% | +7.6% |
| 1Y | +31.8% | +7.3% | +24.4% | +17.8% |
| 3Y | +91.5% | +31.5% | +60.0% | +18.4% |
| All | +91.5% | +31.5% | +60.0% | +18.4% |
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