+88.9%
XLP vs JEPI
+98.4%
-9.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.3% | +0.6% | +1.8% | +1.8% |
| 30D | +9.1% | +1.6% | +7.5% | +7.6% |
| 3M | +7.9% | +1.3% | +6.6% | +6.6% |
| 6M | +9.6% | +6.5% | +3.1% | +3.8% |
| YTD | +19.4% | +6.9% | +12.5% | +12.6% |
| 1Y | +22.4% | +9.4% | +12.9% | +13.0% |
| 3Y | +43.2% | +35.0% | +8.2% | +7.9% |
| 5Y | +42.6% | +43.2% | -0.6% | +1.3% |
| All | +88.9% | +98.4% | -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 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