+76.5%
VUG vs JEPI
+39.8%
+36.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | -1.9% | -2.0% | +0.2% | +1.2% |
| 30D | -1.6% | -2.0% | +0.5% | +1.5% |
| 3M | +4.4% | +3.8% | +0.6% | -1.4% |
| 6M | +13.2% | +0.8% | +12.4% | +11.7% |
| YTD | +7.5% | +3.7% | +3.8% | +1.5% |
| 1Y | +12.5% | +7.1% | +5.4% | +1.0% |
| 3Y | +86.0% | +29.4% | +56.6% | +24.1% |
| 5Y | +76.5% | +40.8% | +35.7% | +4.9% |
| All | +76.5% | +39.8% | +36.6% | +4.9% |
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