+257.2%
XOM vs JEPI
+41.5%
+215.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +4.1% | -1.0% | +5.1% | +4.8% |
| 30D | +4.6% | -1.4% | +6.0% | +5.6% |
| 3M | +14.0% | +3.5% | +10.4% | +10.8% |
| 6M | +11.0% | +1.9% | +9.0% | +9.0% |
| YTD | +40.7% | +4.4% | +36.3% | +35.2% |
| 1Y | +52.3% | +7.2% | +45.1% | +43.1% |
| 3Y | +60.5% | +29.8% | +30.7% | +27.4% |
| All | +257.2% | +41.5% | +215.7% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling