+105.8%
V vs JEPI
+44.7%
+61.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.5% |
| 7D | -0.4% | +2.9% | -3.3% | -4.1% |
| 30D | +6.3% | +2.6% | +3.8% | +2.8% |
| 3M | +17.2% | +2.2% | +14.9% | +13.8% |
| 6M | +29.2% | +7.6% | +21.6% | +17.4% |
| YTD | +20.8% | +8.3% | +12.5% | +8.6% |
| 1Y | +25.0% | +9.7% | +15.3% | +10.5% |
| 3Y | +75.3% | +36.7% | +38.6% | +15.2% |
| 5Y | +105.8% | +44.4% | +61.4% | +24.9% |
| All | +105.8% | +44.7% | +61.2% | +24.9% |
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 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