+89.7%
XLP vs JEPI
+101.5%
-11.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +8.3% | +2.8% | +5.5% | +5.7% |
| 3M | +8.7% | +2.6% | +6.1% | +6.3% |
| 6M | +11.2% | +8.4% | +2.8% | +3.7% |
| YTD | +20.0% | +8.6% | +11.4% | +11.6% |
| 1Y | +21.3% | +10.4% | +11.0% | +11.3% |
| 3Y | +43.8% | +37.1% | +6.7% | +6.9% |
| 5Y | +43.3% | +45.5% | -2.2% | +0.4% |
| All | +89.7% | +101.5% | -11.8% | -9.7% |
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