+14.7%
XRT vs JEPI
+7.6%
+7.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | +1.7% | +2.7% | -1.0% | -2.4% |
| 30D | +7.5% | +2.5% | +5.0% | +2.8% |
| 3M | +2.2% | +1.9% | +0.2% | -1.3% |
| 6M | +14.7% | +7.7% | +6.9% | +2.7% |
| All | +14.7% | +7.6% | +7.0% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling