+74.3%
XLP vs JEPI
+95.7%
-21.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.7% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +3.8% | +4.8% | -0.9% | -0.3% |
| 6M | -1.7% | +1.0% | -2.7% | -2.6% |
| YTD | +10.3% | +5.5% | +4.8% | +5.3% |
| 1Y | +7.8% | +9.2% | -1.4% | -0.2% |
| 3Y | +27.2% | +31.2% | -4.0% | -1.5% |
| 5Y | +32.5% | +41.4% | -8.8% | -4.7% |
| All | +74.3% | +95.7% | -21.4% | -14.9% |
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