+83.7%
XLU vs JEPI
+93.8%
-10.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -1.6% | -1.0% | -0.6% | -0.6% |
| 30D | -3.3% | -1.4% | -1.9% | -2.0% |
| 3M | -3.2% | +3.5% | -6.7% | -6.4% |
| 6M | -7.0% | +1.9% | -8.9% | -8.8% |
| YTD | +0.6% | +4.4% | -3.8% | -3.7% |
| 1Y | +2.4% | +7.2% | -4.8% | -4.5% |
| 3Y | +46.3% | +29.8% | +16.5% | +10.7% |
| 5Y | +44.0% | +41.7% | +2.2% | -1.6% |
| All | +83.7% | +93.8% | -10.1% | -16.3% |
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