+25.7%
USB vs JEPI
+44.0%
-18.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.1% |
| 7D | +2.6% | +2.7% | -0.1% | -1.5% |
| 30D | +8.4% | +2.5% | +5.9% | +4.3% |
| 3M | -5.5% | +1.9% | -7.5% | -8.3% |
| 6M | +17.7% | +7.7% | +10.0% | +5.2% |
| YTD | +17.6% | +8.2% | +9.4% | +4.4% |
| 1Y | +33.9% | +10.4% | +23.5% | +15.3% |
| 3Y | +103.8% | +36.5% | +67.3% | +29.8% |
| All | +25.7% | +44.0% | -18.4% | -25.2% |
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