+117.3%
XLB vs JEPI
+93.8%
+23.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.6% |
| 7D | -2.8% | -1.0% | -1.8% | -1.5% |
| 30D | -3.1% | -1.4% | -1.7% | -1.1% |
| 3M | -0.2% | +3.5% | -3.7% | -4.8% |
| 6M | +3.1% | +1.9% | +1.1% | +0.4% |
| YTD | +13.3% | +4.4% | +8.8% | +6.8% |
| 1Y | +12.0% | +7.2% | +4.8% | +2.0% |
| 3Y | +31.4% | +29.8% | +1.6% | -8.4% |
| 5Y | +33.9% | +41.7% | -7.8% | -17.0% |
| All | +117.3% | +93.8% | +23.6% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling