-39.2%
W vs JEPI
+95.7%
-134.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.6% |
| 7D | -4.2% | -0.3% | -3.8% | -3.2% |
| 30D | -7.6% | +0.1% | -7.7% | -7.9% |
| 3M | +37.2% | +4.8% | +32.4% | +21.1% |
| 6M | +26.3% | +1.0% | +25.3% | +24.1% |
| YTD | -1.0% | +5.5% | -6.5% | -13.8% |
| 1Y | +20.1% | +9.2% | +10.9% | -5.3% |
| 3Y | +37.8% | +31.2% | +6.6% | -27.8% |
| 5Y | -63.7% | +41.4% | -105.0% | -83.0% |
| All | -39.2% | +95.7% | -134.9% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling