+331.2%
XLE vs JEPI
+100.7%
+230.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.4% | +2.7% | +2.7% | +2.5% |
| 30D | -3.9% | +2.5% | -6.5% | -6.6% |
| 3M | +7.0% | +1.9% | +5.1% | +4.6% |
| 6M | +14.2% | +7.7% | +6.5% | +4.9% |
| YTD | +48.2% | +8.2% | +40.0% | +34.9% |
| 1Y | +47.7% | +10.4% | +37.3% | +31.2% |
| 3Y | +70.0% | +36.5% | +33.5% | +18.4% |
| 5Y | +169.1% | +44.2% | +124.9% | +75.1% |
| All | +331.2% | +100.7% | +230.6% | +41.2% |
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