+383.3%
XOM vs JEPI
+92.4%
+290.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +1.9% | -2.0% | +3.9% | +3.6% |
| 30D | +4.1% | -2.0% | +6.1% | +5.8% |
| 3M | +10.4% | +3.8% | +6.6% | +6.7% |
| 6M | +13.0% | +0.8% | +12.2% | +11.7% |
| YTD | +40.1% | +3.7% | +36.3% | +34.8% |
| 1Y | +51.1% | +7.1% | +44.0% | +41.0% |
| 3Y | +57.7% | +29.4% | +28.3% | +22.0% |
| 5Y | +264.7% | +40.8% | +224.0% | +156.0% |
| All | +383.3% | +92.4% | +290.9% | +91.3% |
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