+196.4%
XLI vs JEPI
+93.8%
+102.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -0.3% |
| 30D | -7.3% | -1.4% | -5.8% | -5.4% |
| 3M | -1.3% | +3.5% | -4.9% | -6.0% |
| 6M | +2.2% | +1.9% | +0.3% | -0.3% |
| YTD | +11.7% | +4.4% | +7.3% | +5.5% |
| 1Y | +14.3% | +7.2% | +7.1% | +4.2% |
| 3Y | +70.3% | +29.8% | +40.6% | +20.3% |
| 5Y | +82.3% | +41.7% | +40.6% | +14.7% |
| All | +196.4% | +93.8% | +102.7% | +6.7% |
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