+54.9%
XLE vs JEPI
+30.9%
+24.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | 0.0% | -0.2% | +0.2% | +0.2% |
| 30D | +12.6% | -0.6% | +13.2% | +13.2% |
| 3M | +11.8% | +4.8% | +7.0% | +6.9% |
| 6M | +16.1% | +2.1% | +14.0% | +13.6% |
| YTD | +46.9% | +4.8% | +42.0% | +39.5% |
| 1Y | +53.3% | +8.4% | +44.8% | +40.1% |
| 3Y | +54.9% | +30.8% | +24.1% | +19.8% |
| All | +54.9% | +30.9% | +24.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling