+309.9%
XLK vs JEPI
+93.8%
+216.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.2% |
| 7D | +0.2% | -1.0% | +1.2% | +1.8% |
| 30D | -0.6% | -1.4% | +0.8% | +1.6% |
| 3M | +2.6% | +3.5% | -1.0% | -3.2% |
| 6M | +34.0% | +1.9% | +32.0% | +29.5% |
| YTD | +30.7% | +4.4% | +26.2% | +21.5% |
| 1Y | +39.2% | +7.2% | +32.0% | +24.0% |
| 3Y | +120.4% | +29.8% | +90.7% | +44.8% |
| 5Y | +148.8% | +41.7% | +107.1% | +44.1% |
| All | +309.9% | +93.8% | +216.1% | +39.8% |
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 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