-49.9%
VXX vs JEPI
+9.5%
-59.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | -1.3% |
| 7D | -3.5% | -0.3% | -3.1% | -5.1% |
| 30D | -13.6% | +0.1% | -13.7% | -12.9% |
| 3M | -24.6% | +4.8% | -29.4% | -2.6% |
| 6M | -39.9% | +1.0% | -40.9% | -34.0% |
| YTD | -33.1% | +5.5% | -38.5% | -5.0% |
| 1Y | -49.9% | +9.2% | -59.1% | -9.8% |
| All | -49.9% | +9.5% | -59.5% | -9.8% |
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