+328.5%
XLE vs JEPI
+92.4%
+236.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +0.5% | -2.0% | +2.5% | +2.7% |
| 30D | +6.6% | -2.0% | +8.6% | +8.8% |
| 3M | +12.3% | +3.8% | +8.5% | +7.6% |
| 6M | +18.4% | +0.8% | +17.6% | +16.7% |
| YTD | +47.2% | +3.7% | +43.5% | +40.4% |
| 1Y | +50.3% | +7.1% | +43.2% | +37.9% |
| 3Y | +55.3% | +29.4% | +25.9% | +14.8% |
| 5Y | +226.0% | +40.8% | +185.2% | +116.2% |
| All | +328.5% | +92.4% | +236.1% | +47.0% |
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