+214.7%
VALE vs JEPI
+93.4%
+121.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -1.8% | -1.1% | -0.7% | -0.6% |
| 30D | +6.7% | -1.3% | +7.9% | +8.1% |
| 3M | +4.9% | +3.3% | +1.5% | +1.0% |
| 6M | +3.6% | +1.0% | +2.6% | +2.5% |
| YTD | +21.9% | +4.2% | +17.6% | +16.7% |
| 1Y | +61.6% | +7.9% | +53.6% | +49.0% |
| 3Y | +52.1% | +30.0% | +22.1% | +14.4% |
| 5Y | +43.2% | +40.9% | +2.3% | -1.0% |
| All | +214.7% | +93.4% | +121.3% | +35.1% |
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 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