+190.2%
XLF vs JEPI
+93.4%
+96.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.4% |
| 7D | -1.0% | -1.1% | +0.1% | +0.5% |
| 30D | -1.3% | -1.3% | 0.0% | +0.5% |
| 3M | +9.1% | +3.3% | +5.8% | +4.4% |
| 6M | +14.4% | +1.0% | +13.4% | +12.8% |
| YTD | +5.1% | +4.2% | +0.9% | -0.7% |
| 1Y | +8.6% | +7.9% | +0.7% | -2.1% |
| 3Y | +74.4% | +30.0% | +44.4% | +22.2% |
| 5Y | +64.4% | +40.9% | +23.4% | +3.6% |
| All | +190.2% | +93.4% | +96.8% | +4.3% |
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