+124.1%
XLC vs JEPI
+93.8%
+30.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.1% |
| 7D | +0.5% | -1.0% | +1.5% | +1.8% |
| 30D | +2.1% | -1.4% | +3.5% | +4.1% |
| 3M | +0.7% | +3.5% | -2.9% | -3.8% |
| 6M | -3.2% | +1.9% | -5.1% | -5.6% |
| YTD | -3.8% | +4.4% | -8.2% | -9.3% |
| 1Y | -2.0% | +7.2% | -9.2% | -10.8% |
| 3Y | +71.4% | +29.8% | +41.6% | +19.7% |
| 5Y | +40.7% | +41.7% | -1.0% | -12.3% |
| All | +124.1% | +93.8% | +30.3% | -13.3% |
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 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