-68.6%
XYZ vs JEPI
+41.6%
-110.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -1.5% |
| 7D | +2.9% | -0.2% | +3.1% | +3.6% |
| 30D | +1.4% | -0.6% | +2.0% | +3.2% |
| 3M | +14.6% | +4.8% | +9.8% | +1.1% |
| 6M | +20.8% | +2.1% | +18.7% | +14.5% |
| YTD | +23.1% | +4.8% | +18.2% | +9.1% |
| 1Y | +5.6% | +8.4% | -2.8% | -14.4% |
| 3Y | +50.9% | +30.8% | +20.1% | -27.6% |
| 5Y | -68.6% | +41.0% | -109.5% | -87.4% |
| All | -68.6% | +41.6% | -110.2% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling