+385.5%
XOM vs JEPI
+93.8%
+291.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +4.1% | -1.0% | +5.1% | +4.9% |
| 30D | +4.6% | -1.4% | +6.0% | +5.8% |
| 3M | +14.0% | +3.5% | +10.4% | +10.4% |
| 6M | +11.0% | +1.9% | +9.0% | +8.7% |
| YTD | +40.7% | +4.4% | +36.3% | +34.6% |
| 1Y | +52.3% | +7.2% | +45.1% | +42.1% |
| 3Y | +60.5% | +29.8% | +30.7% | +23.9% |
| 5Y | +266.4% | +41.7% | +224.7% | +155.7% |
| All | +385.5% | +93.8% | +291.7% | +91.1% |
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