-2.6%
XYZ vs JEPI
+93.4%
-96.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.6% |
| 7D | -3.7% | -1.1% | -2.6% | -0.8% |
| 30D | +0.5% | -1.3% | +1.8% | +4.1% |
| 3M | +16.3% | +3.3% | +12.9% | +7.1% |
| 6M | +21.1% | +1.0% | +20.1% | +18.5% |
| YTD | +22.0% | +4.2% | +17.8% | +10.6% |
| 1Y | +5.2% | +7.9% | -2.8% | -12.7% |
| 3Y | +49.6% | +30.0% | +19.6% | -22.5% |
| 5Y | -68.4% | +40.9% | -109.4% | -85.8% |
| All | -2.6% | +93.4% | -96.0% | -76.9% |
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