+84.0%
XLV vs JEPI
+93.8%
-9.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | -3.6% | -1.0% | -2.6% | -2.5% |
| 30D | -1.8% | -1.4% | -0.4% | -0.3% |
| 3M | +7.8% | +3.5% | +4.2% | +3.9% |
| 6M | +9.1% | +1.9% | +7.2% | +7.0% |
| YTD | +7.7% | +4.4% | +3.3% | +3.0% |
| 1Y | +20.4% | +7.2% | +13.2% | +12.0% |
| 3Y | +30.8% | +29.8% | +1.0% | -1.4% |
| 5Y | +34.6% | +41.7% | -7.1% | -7.9% |
| All | +84.0% | +93.8% | -9.8% | -20.8% |
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