+329.8%
XOP vs JEPI
+93.8%
+236.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.8% |
| 7D | +2.6% | -1.0% | +3.6% | +4.0% |
| 30D | +9.6% | -1.4% | +11.0% | +11.6% |
| 3M | +20.4% | +3.5% | +16.8% | +14.4% |
| 6M | +19.9% | +1.9% | +18.0% | +15.6% |
| YTD | +56.4% | +4.4% | +52.0% | +45.5% |
| 1Y | +52.4% | +7.2% | +45.2% | +36.5% |
| 3Y | +39.9% | +29.8% | +10.1% | -4.2% |
| 5Y | +163.7% | +41.7% | +122.0% | +59.8% |
| All | +329.8% | +93.8% | +236.0% | +26.1% |
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