-39.7%
W vs JEPI
+93.8%
-133.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | -0.8% |
| 7D | -0.9% | -1.0% | +0.1% | +2.0% |
| 30D | -4.2% | -1.4% | -2.8% | -0.2% |
| 3M | +26.9% | +3.5% | +23.3% | +15.3% |
| 6M | +31.2% | +1.9% | +29.3% | +25.6% |
| YTD | -1.8% | +4.4% | -6.3% | -12.1% |
| 1Y | +9.3% | +7.2% | +2.1% | -9.1% |
| 3Y | +33.2% | +29.8% | +3.4% | -28.1% |
| 5Y | -62.4% | +41.7% | -104.1% | -82.2% |
| All | -39.7% | +93.8% | -133.5% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling