+3.7%
VALE vs JEPI
+10.9%
-7.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +1.8% |
| 7D | -0.3% | +1.5% | -1.8% | -2.3% |
| 30D | -19.2% | +3.6% | -22.8% | -23.2% |
| 3M | -20.7% | +2.3% | -23.0% | -23.4% |
| 6M | -25.8% | +5.6% | -31.4% | -32.0% |
| YTD | -9.8% | +7.5% | -17.2% | -18.8% |
| 1Y | +3.7% | +10.6% | -6.9% | -10.1% |
| All | +3.7% | +10.9% | -7.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling