+138.9%
USB vs JEPI
+92.9%
+46.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +2.8% |
| 7D | -1.5% | -2.7% | +1.2% | +2.5% |
| 30D | +4.3% | -0.3% | +4.6% | +4.6% |
| 3M | -6.1% | -1.3% | -4.8% | -4.3% |
| 6M | +9.4% | +2.5% | +6.9% | +5.3% |
| YTD | +15.2% | +4.0% | +11.2% | +8.5% |
| 1Y | +32.8% | +6.8% | +25.9% | +20.1% |
| 3Y | +91.3% | +31.7% | +59.6% | +28.5% |
| 5Y | +22.7% | +39.5% | -16.9% | -23.0% |
| All | +138.9% | +92.9% | +46.0% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling