+7.2%
XYZ vs JEPI
+7.0%
+0.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.8% |
| 7D | -5.2% | -2.0% | -3.1% | -0.1% |
| 30D | 0.0% | -2.0% | +2.0% | +5.3% |
| 3M | +18.7% | +3.8% | +14.9% | +8.5% |
| 6M | +20.5% | +0.8% | +19.7% | +19.3% |
| YTD | +21.5% | +3.7% | +17.8% | +13.0% |
| 1Y | +7.2% | +7.1% | +0.1% | -5.1% |
| All | +7.2% | +7.0% | +0.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling