+48.3%
XLE vs JEPI
+9.5%
+38.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +11.8% | +0.1% | +11.6% | +11.8% |
| 3M | +9.8% | +4.8% | +5.1% | +9.8% |
| 6M | +15.6% | +1.0% | +14.6% | +18.7% |
| YTD | +45.3% | +5.5% | +39.8% | +44.0% |
| 1Y | +48.3% | +9.2% | +39.1% | +42.5% |
| All | +48.3% | +9.5% | +38.8% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling