+25.1%
USB vs JEPI
+43.6%
-18.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +1.4% | +0.6% | +0.9% | +0.4% |
| 30D | +6.4% | +1.6% | +4.9% | +3.9% |
| 3M | -4.5% | +1.3% | -5.8% | -6.4% |
| 6M | +11.4% | +6.5% | +4.9% | +1.3% |
| YTD | +17.1% | +6.9% | +10.2% | +5.7% |
| 1Y | +32.6% | +9.4% | +23.2% | +15.7% |
| 3Y | +101.8% | +35.0% | +66.8% | +30.8% |
| 5Y | +25.1% | +43.2% | -18.1% | -25.3% |
| All | +25.1% | +43.6% | -18.5% | -25.3% |
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