+51.0%
XBI vs JEPI
+92.4%
-41.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.9% |
| 7D | -4.6% | -2.0% | -2.6% | -1.6% |
| 30D | -0.8% | -2.0% | +1.2% | +2.3% |
| 3M | +21.8% | +3.8% | +18.0% | +15.2% |
| 6M | +23.2% | +0.8% | +22.4% | +21.8% |
| YTD | +28.7% | +3.7% | +25.0% | +22.1% |
| 1Y | +67.8% | +7.1% | +60.7% | +51.8% |
| 3Y | +100.6% | +29.4% | +71.3% | +37.6% |
| 5Y | +19.8% | +40.8% | -20.9% | -26.5% |
| All | +51.0% | +92.4% | -41.5% | -42.6% |
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