+121.6%
XLB vs JEPI
+94.5%
+27.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.1% |
| 7D | -0.2% | -0.2% | 0.0% | +0.1% |
| 30D | -1.7% | -0.6% | -1.1% | -0.9% |
| 3M | +4.4% | +4.8% | -0.4% | -2.1% |
| 6M | +5.0% | +2.1% | +2.9% | +2.1% |
| YTD | +15.5% | +4.8% | +10.6% | +8.3% |
| 1Y | +14.9% | +8.4% | +6.5% | +2.9% |
| 3Y | +34.5% | +30.8% | +3.7% | -7.2% |
| 5Y | +36.5% | +41.0% | -4.4% | -14.6% |
| All | +121.6% | +94.5% | +27.0% | -21.5% |
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