+1.6%
XYZ vs JEPI
+95.7%
-94.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | +0.2% |
| 7D | -1.0% | -0.3% | -0.6% | 0.0% |
| 30D | -1.7% | +0.1% | -1.9% | -2.0% |
| 3M | +16.7% | +4.8% | +12.0% | +3.7% |
| 6M | +26.9% | +1.0% | +25.8% | +24.0% |
| YTD | +27.1% | +5.5% | +21.7% | +11.7% |
| 1Y | +9.3% | +9.2% | 0.0% | -12.0% |
| 3Y | +42.3% | +31.2% | +11.1% | -28.0% |
| 5Y | -69.3% | +41.4% | -110.7% | -86.4% |
| All | +1.6% | +95.7% | -94.2% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling