+88.6%
XLP vs JEPI
+98.2%
-9.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | -0.9% |
| 7D | +0.1% | +0.3% | -0.3% | -0.3% |
| 30D | +8.9% | +1.4% | +7.5% | +7.5% |
| 3M | +7.5% | +1.3% | +6.2% | +6.2% |
| 6M | +9.4% | +6.3% | +3.1% | +3.7% |
| YTD | +19.3% | +6.8% | +12.4% | +12.5% |
| 1Y | +21.7% | +9.8% | +11.9% | +12.1% |
| 3Y | +44.0% | +36.0% | +8.0% | +7.6% |
| 5Y | +42.8% | +43.4% | -0.6% | +1.3% |
| All | +88.6% | +98.2% | -9.6% | -9.0% |
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