+53.6%
XEL vs JEPI
+93.4%
-39.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | +0.9% | -1.1% | +2.0% | +1.9% |
| 30D | -0.9% | -1.3% | +0.4% | +0.2% |
| 3M | -1.4% | +3.3% | -4.8% | -4.3% |
| 6M | -5.8% | +1.0% | -6.8% | -6.7% |
| YTD | +4.7% | +4.2% | +0.5% | +0.8% |
| 1Y | +9.1% | +7.9% | +1.1% | +1.6% |
| 3Y | +47.8% | +30.0% | +17.8% | +13.6% |
| 5Y | +29.0% | +40.9% | -11.9% | -9.6% |
| All | +53.6% | +93.4% | -39.8% | -26.7% |
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