+39.3%
XLC vs JEPI
+39.8%
-0.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -1.7% | -2.0% | +0.4% | +1.0% |
| 30D | +0.2% | -2.0% | +2.2% | +2.9% |
| 3M | +0.7% | +3.8% | -3.1% | -4.0% |
| 6M | -4.5% | +0.8% | -5.3% | -5.5% |
| YTD | -4.7% | +3.7% | -8.5% | -9.3% |
| 1Y | -1.5% | +7.1% | -8.6% | -10.2% |
| 3Y | +72.2% | +29.4% | +42.9% | +20.8% |
| 5Y | +39.3% | +40.8% | -1.4% | -12.7% |
| All | +39.3% | +39.8% | -0.5% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling