+19.9%
XBI vs JEPI
+41.5%
-21.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.4% |
| 7D | -4.6% | -1.0% | -3.6% | -3.2% |
| 30D | -2.0% | -1.4% | -0.6% | +0.2% |
| 3M | +17.8% | +3.5% | +14.2% | +11.6% |
| 6M | +23.7% | +1.9% | +21.8% | +20.3% |
| YTD | +28.2% | +4.4% | +23.8% | +20.1% |
| 1Y | +64.0% | +7.2% | +56.8% | +47.8% |
| 3Y | +99.4% | +29.8% | +69.6% | +34.4% |
| All | +19.9% | +41.5% | -21.6% | -29.3% |
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