-31.5%
W vs JEPI
+100.7%
-132.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.8% |
| 7D | +0.2% | +2.7% | -2.6% | -7.2% |
| 30D | +6.8% | +2.5% | +4.3% | +0.2% |
| 3M | +10.7% | +1.9% | +8.7% | +5.6% |
| 6M | +86.3% | +7.7% | +78.6% | +53.1% |
| YTD | +11.5% | +8.2% | +3.3% | -9.0% |
| 1Y | +5.1% | +10.4% | -5.3% | -19.0% |
| 3Y | +171.0% | +36.5% | +134.5% | +27.1% |
| 5Y | -56.6% | +44.2% | -100.8% | -80.8% |
| All | -31.5% | +100.7% | -132.2% | -79.0% |
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