-95.7%
VXX vs JEPI
+41.5%
-137.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -1.4% |
| 7D | +2.0% | -1.0% | +3.0% | -2.0% |
| 30D | -7.1% | -1.4% | -5.7% | -12.2% |
| 3M | -28.6% | +3.5% | -32.2% | -16.6% |
| 6M | -44.0% | +1.9% | -45.9% | -36.6% |
| YTD | -31.7% | +4.4% | -36.2% | -12.9% |
| 1Y | -46.3% | +7.2% | -53.5% | -21.9% |
| 3Y | -78.3% | +29.8% | -108.0% | -13.9% |
| All | -95.7% | +41.5% | -137.2% | -73.7% |
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