-62.3%
W vs JEPI
+40.2%
-102.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +2.0% |
| 7D | +5.9% | -1.1% | +7.0% | +9.7% |
| 30D | -3.0% | -1.3% | -1.8% | +0.9% |
| 3M | +40.3% | +3.3% | +37.0% | +27.5% |
| 6M | +32.2% | +1.0% | +31.2% | +29.5% |
| YTD | -0.3% | +4.2% | -4.5% | -11.3% |
| 1Y | +16.2% | +7.9% | +8.2% | -7.4% |
| 3Y | +40.7% | +30.0% | +10.7% | -30.9% |
| 5Y | -62.3% | +40.9% | -103.3% | -83.9% |
| All | -62.3% | +40.2% | -102.6% | -83.9% |
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