+322.8%
XLE vs JEPI
+95.7%
+227.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.6% |
| 30D | +11.8% | +0.1% | +11.6% | +11.6% |
| 3M | +9.8% | +4.8% | +5.1% | +4.2% |
| 6M | +15.6% | +1.0% | +14.6% | +13.9% |
| YTD | +45.3% | +5.5% | +39.8% | +36.1% |
| 1Y | +48.3% | +9.2% | +39.1% | +33.4% |
| 3Y | +55.4% | +31.2% | +24.3% | +13.3% |
| 5Y | +216.1% | +41.4% | +174.7% | +110.2% |
| All | +322.8% | +95.7% | +227.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling